Existence of relaxed optimal control for $G$-neutral stochastic functional differential equations with uncontrolled diffusion
DOI10.21915/BIMAS.2022202zbMath1496.93127arXiv2201.03894OpenAlexW4283214928WikidataQ115230325 ScholiaQ115230325MaRDI QIDQ5088667
Omar Kebiri, Nabil Elgroud, Hacène Boutabia, Amel Redjil
Publication date: 13 July 2022
Published in: Bulletin of the Institute of Mathematics Academia Sinica NEW SERIES (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2201.03894
numerical analysis\(G\)-Brownian motion\(G\)-expectation\(G\)-neutral stochastic functional differential equations\(G\)-optimal relaxed control
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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