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Journal Articles Journal of Optimization Theory and Applications Year : 2014

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

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Bernt Oksendal
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Center of Mathematics for Applications [Oslo]
Agnès Sulem
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Mathematical Risk Handling

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Mathematics [math]

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https://hal.inria.fr/hal-01681150

Submitted on : Thursday, January 11, 2018-1:47:34 PM

Last modification on : Wednesday, June 8, 2022-12:50:04 PM

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hal-01681150 , version 1 (11-01-2018)

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

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