位置：成果数据库 > 期刊 > 期刊详情页
Relationship between MP and DPP for Stochastic Differential Games with g-Expectation
  • 期刊名称：Proceedings of the 34th Chinese Control Conference
  • 时间：2015.7.28
  • 页码：1644-1649
  • 相关项目：金融数学交叉融合项目
作者： Jingtao Shi|Jingtao Shi|
同期刊论文项目
金融数学交叉融合项目
期刊论文 168 会议论文 4 获奖 8
同项目期刊论文
An adaptive integrated algorithm for noninvasive fetal ECG separation and noise reduction based on I
Forward-backward stochastic differential equation with subdifferential operator and associated varia
Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems wit
Linear quadratic stochastic integral games and related topics
Fractional Backward Stochastic Differential Equations and Fractional Backward Variational Inequaliti
Inequalities for Independent Random Variables on Upper Expectation Space
Stochastic Recursive Optimal Control Problems with Time Delay and Applications
Solutions for functional fully coupled forward–backward stochastic differential equations
On the comparison theorem for multi-dimensional G-SDEs
BSDEs with jumps and path-dependent parabolic integro-differential equations
Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and
Backward stochastic differential equations with Markov switching driven by Brownian motion and Poiss
Heteroscedasticity Checks for Single Index Models
Optimal Control of Backward Doubly Stochastic Systems with Partial Information
Quadratic g-convexity, C-convexity and their relationships
nvariance principles for the law of the iterated logarithm under G-framework