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Invariance Principles for \(G\)-Brownian-Motion-Driven Stochastic Differential Equations and Their Applications to \(G\)-Stochastic Control

Xiaoxiao Peng, Shijie Zhou, Wei Lin 0003, Xuerong Mao. Invariance Principles for \(G\)-Brownian-Motion-Driven Stochastic Differential Equations and Their Applications to \(G\)-Stochastic Control. SIAM J. Control and Optimization, 62(3):1569-1589, 2024. [doi]

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