Browsing BioMed Central høstingsarkiv by Author "Paczka, Krzysztof"

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  • Optimal control with delayed information flow of systems driven by G-Brownian motion 
    Biagini, Francesca; Meyer-Brandis, Thilo; Øksendal, Bernt; Paczka, Krzysztof (Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2018)
    In this paper, we study strongly robust optimal control problems under volatility uncertainty. In the G-framework, we adapt the stochastic maximum principle to find necessary and sufficient conditions for the existence of ...