ESAIM: Control, Optimisation and Calculus of Variations (ESAIM: COCV)

Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation

Mingshang Hu, Shaolin Ji and Xiaojuan Li

ESAIM: COCV, 28 (2022) 25

Published online: 26 May 2022

DOI: 10.1051/cocv/2022019

Mingshang Hu

Shaolin Ji

Xiaojuan Li

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