Skip to Main content Skip to Navigation
Journal articles

Forward–Backward Stochastic Differential Games and Stochastic Control under Model Uncertainty

Bernt Oksendal 1 Agnès Sulem 2
1 CMA - Center of Mathematics for Applications [Oslo]
2 MATHRISK - Mathematical Risk Handling
Inria de Paris, ENPC - École des Ponts ParisTech, UPEM - Université Paris-Est Marne-la-Vallée
Document type :
Journal articles
Complete list of metadata
https://hal.inria.fr/hal-01681150
Contributor : Martine Verneuille <>
Submitted on : Thursday, January 11, 2018 - 1:47:34 PM
Last modification on : Wednesday, February 26, 2020 - 7:06:17 PM

Links full text

openaccess

Identifiers

Collections

INSMI | UPEC-UPEM | INRIA | ENPC | PARISTECH

Citation

Bernt Oksendal, Agnès Sulem. Forward–Backward Stochastic Differential Games and Stochastic Control under Model Uncertainty. Journal of Optimization Theory and Applications, Springer Verlag, 2014, 161 (1), pp.22-55. ⟨10.1007/s10957-012-0166-7⟩. ⟨hal-01681150⟩

Export

BibTeX TEI DC DCterms EndNote

Share

Metrics

Record views

232

 

Contact                    Legal Notice                    Personal Data