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

Bernt Oksendal 1 Agnès Sulem 2
2 MATHRISK - Mathematical Risk Handling
Inria de Paris, ENPC - École des Ponts ParisTech, UPEM - Université Paris-Est Marne-la-Vallée
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Submitted on : Thursday, January 11, 2018 - 1:47:34 PM
Last modification on : Friday, February 4, 2022 - 3:11:17 AM

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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, Springer Verlag, 2014, 161 (1), pp.22-55. ⟨10.1007/s10957-012-0166-7⟩. ⟨hal-01681150⟩

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