Browsing Høstingsarkiver by Author "Ta, An Thi Kieu"
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Øksendal, Bernt; Ta, An Thi Kieu (Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2012)In this paper, we initiate a study on optimal control problem for stochastic differential games under generalized expectation via backward stochastic differential equations and partial information. We first prove a sufficient ...