[PDF] u-tokyo.ac.jp

[图书][B] Supplementary File for" Sup-inf/inf-sup Problem on Choice of a Probability Measure by FBSDE Approach"

T Saito, A Takahashi - 2021 - carf.eu-tokyo.ac.jp
This paper presents a problem on model uncertainties in stochastic control, in which an
agent assumes a best case scenario on one risk and at the same time a worst case scenario …
被引用次数：1 相关文章
[PDF] u-tokyo.ac.jp

[PDF][PDF] Supplementary file for” Sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach”

T Saito, A Takahashi - cirje.eu-tokyo.ac.jp
This paper presents a problem on model uncertainties in stochastic control, in which an
agent assumes a best case scenario on one risk and at the same time a worst case scenario …

Supplementary File for" Sup-Inf/Inf-Sup Problem on Choice of a Probability Measure by FBSDE Approach"

T Saito, A Takahashi - 2021 - ideas.repec.org
This paper presents a problem on model uncertainties in stochastic control, in which an
agent assumes a best case scenario on one risk and at the same time a worst case scenario …

Supplementary File for" Sup-Inf/Inf-Sup Problem on Choice of a Probability Measure by FBSDE Approach"

T Saito, A Takahashi - 2021 - econpapers.repec.org
This paper presents a problem on model uncertainties in stochastic control, in which an
agent assumes a best case scenario on one risk and at the same time a worst case scenario …
[PDF] u-tokyo.ac.jp

[PDF][PDF] Supplementary file for” Sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach”

T Saito, A Takahashi - cirje.eu-tokyo.ac.jp
This paper presents a problem on model uncertainties in stochastic control, in which an
agent assumes a best case scenario on one risk and at the same time a worst case scenario …