"Discrete time approximation of fully nonlinear HJB equations via ..."

Lianzi Jiang (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-04-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2104-02268
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  - https://dblp.org/rec/journals/corr/abs-2104-02268
Lianzi Jiang:
Discrete time approximation of fully nonlinear HJB equations via stochastic control problems under the G-expectation framework. CoRR abs/2104.02268 (2021)

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