Existence of optimal controls for systems of controlled forward-backward doubly SDEs

DOI10.1515/ROSE-2020-2031MaRDI QIDQ778249zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

existencerelaxed controltightnessstrict control\(S\)-topology of Jakubowskiforward-backward doubly stochastic differential equation

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

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Cited in

(10)

• Optimal control problems for linear backward doubly stochastic differential equations
• Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information
• Stochastic optimal control for dynamics of forward backward doubly SDEs of mean-field type
• Near-relaxed control problem of fully coupled forward-backward doubly system
• Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient
• scientific article; zbMATH DE number 6868024 (Why is no real title available?)
• Existence of an optimal control for a system driven by a degenerate coupled forward-backward stochastic differential equations
• Existence of optimal controls for systems driven by FBSDEs
• The general relaxed control problem of fully coupled forward-backward doubly system
• The stochastic control problem for forward-backward doubly system with Lévy processes

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