"Stochastic Maximum Principle for Stochastic Recursive Optimal Control ..."

Mingshang Hu, Shaolin Ji (2016)

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DOI: 10.1137/15M1037639

access: closed

type: Journal Article

metadata version: 2020-07-09

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Mingshang Hu, Shaolin Ji:
Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity. SIAM J. Control. Optim. 54(2): 918-945 (2016)

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