Optimal control with delayed information flow of systems driven by G-Brownian motion
Author:
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
General Medicine
Link
http://link.springer.com/content/pdf/10.1186/s41546-018-0033-z.pdf
Reference14 articles.
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3. Hu, M., Ji, S., Peng, S.: Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by G-Brownian motion. Stoch. Process. Appl. 124, 1170–1195 (2014a).
4. Hu, M., Ji, S., Yang, S.: A stochastic recursive optimal control problem under the G-expectation framework. Appl. Math. Optim. 70, 253–278 (2014b).
5. Hu, M., Ji, S., Peng, S., Song, Y.: Backward stochastic differential equations driven by G-Brownian motion. Stoch. Process. Appl. 124, 759–784 (2014c).
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