Existence of optimal controls for systems of controlled forward-backward doubly SDEs
DOI10.1515/rose-2020-2031zbMath1443.60065OpenAlexW3012462666MaRDI QIDQ778249
Abdelhakim Ninouh, Nassima Berrouis, Boulekhrass Gherbal
Publication date: 2 July 2020
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose-2020-2031
existencetightnessrelaxed controlstrict control\(S\)-topology of Jakubowskiforward-backward doubly stochastic differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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