Stochastic optimal control problem with infinite horizon driven by G-Brownian motion

Author: Hu Mingshang   Wang Falei  

Publisher: Edp Sciences

E-ISSN: 1262-3377|24|2|873-899

ISSN: 1292-8119

Source: ESAIM: Control, Optimisation and Calculus of Variations, Vol.24, Iss.2, 2018-06, pp. : 873-899

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