Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 2016
ISSN: 0363-0129,1095-7138
DOI: 10.1137/15m1037639