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

DOI10.1515/ROSE-2020-2031zbMATH Open1443.60065OpenAlexW3012462666MaRDI QIDQ778249FDOQ778249

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

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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 (4)

• Title not available (Why is that?)
• 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 stochastic control problem for forward-backward doubly system with Lévy processes

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