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