Existence of relaxed optimal control for $G$-neutral stochastic functional differential equations with uncontrolled diffusion (Q5088667)
From MaRDI portal
scientific article; zbMATH DE number 7556137
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of relaxed optimal control for $G$-neutral stochastic functional differential equations with uncontrolled diffusion |
scientific article; zbMATH DE number 7556137 |
Statements
Existence of relaxed optimal control for $G$-neutral stochastic functional differential equations with uncontrolled diffusion (English)
0 references
13 July 2022
0 references
\(G\)-neutral stochastic functional differential equations
0 references
\(G\)-expectation
0 references
\(G\)-Brownian motion
0 references
\(G\)-optimal relaxed control
0 references
numerical analysis
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
