A Stochastic Recursive Optimal Control Problem Under the G-expectation Framework
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/s00245-014-9242-8.pdf
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4. Denis, L., Hu, M., Peng, S.: Function spaces and capacity related to a sublinear expectation: application to $$G$$ G -Brownian motion paths. Potential Anal. 34, 139–161 (2011)
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