Dynamic programming principle for stochastic recursive optimal control problem driven by a G-Brownian motion

By Mingshang Hu, Shaolin Ji. 2017

47 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/e75c6f3e3695c9b88731305dffc1bd8a249bc3bf