Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Stochastic maximum principle for stochastic recursive optimal control
  problem under volatility ambiguity   We study a stochastic recursive optimal control problem in which the cost
functional is described by the solution of a backward stochastic differential
equation driven by G-Brownian motion. Some of the economic and financial
optimization problems with volatility ambiguity can be formulated as such
problems. Different from the classical variational approach, we establish the
maximum principle by the linearization and weak convergence methods.

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The categories of this paper are: supr-con
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The categories of this paper are: comp-gas
18
The categories of this paper are: econ
1
The categories of this paper are: cs
12
The categories of this paper are: nucl-th
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The categories of this paper are: mtrl-th
31
The categories of this paper are: ao-sci
15
The categories of this paper are: nucl-ex
13
The categories of this paper are: quant-ph
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The categories of this paper are: solv-int
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The categories of this paper are: funct-an
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The categories of this paper are: q-fin
4
The categories of this paper are: cond-mat
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The categories of this paper are: stat
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The categories of this paper are: eess
32
The categories of this paper are: atom-ph