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	Dynamic programming principle for stochastic recursive optimal control problem driven by a G-Brownian motion
	Hu, Mingshang; ji, Shaolin
刊名	STOCHASTIC PROCESSES AND THEIR APPLICATIONS
	2017
卷号	127期号:1页码:107-134
关键词	G-expectation Backward stochastic differential equations Stochastic recursive optimal control Robust control Dynamic programming principle
DOI	10.1016/j.spa.2016.06.002
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4685179
专题	山东大学
作者单位	1.Shandong Univ, Zhongtai Secur Inst Financial Studies, Jinan 250100, Shandong, Peoples R China. 2.Shandong
推荐引用方式 GB/T 7714	Hu, Mingshang,ji, Shaolin. Dynamic programming principle for stochastic recursive optimal control problem driven by a G-Brownian motion[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS,2017,127(1):107-134.
APA	Hu, Mingshang,&ji, Shaolin.(2017).Dynamic programming principle for stochastic recursive optimal control problem driven by a G-Brownian motion.STOCHASTIC PROCESSES AND THEIR APPLICATIONS,127(1),107-134.
MLA	Hu, Mingshang,et al."Dynamic programming principle for stochastic recursive optimal control problem driven by a G-Brownian motion".STOCHASTIC PROCESSES AND THEIR APPLICATIONS 127.1(2017):107-134.

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