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Dynamic programming principle for stochastic recursive optimal control problem driven by a G-Brownian motion

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Affiliation of Author(s):中泰证券金融研究院

Journal:Stochastic Processes and their Applications

All the Authors:Shaolin Ji

First Author:humingshang

Indexed by:Unit Twenty Basic Research

Document Code:B2F3D2D31D1F45E98F6F75B155D2FC54

Volume:127

Issue:1

Page Number:10

Translation or Not:no

Date of Publication:2017-01-01

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