Multi-valued stochastic differential equations driven by G-Brownian motion and related stochastic control problems

Yong Ren, Jun Wang, Lanying Hu. Multi-valued stochastic differential equations driven by G-Brownian motion and related stochastic control problems. Int. J. Control, 90(5):1132-1154, 2017. [doi]

Authors

Yong Ren

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Jun Wang

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Lanying Hu

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