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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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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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