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arXiv:1702.08735 [math.PR]AbstractReferencesReviewsResources

On relaxed stochastic optimal control for stochastic differential equations driven by G-Brownian motion

Amel Redjil, Salah Eddine Choutri

Published 2017-02-28Version 1

In the G-framework, we establish existence of an optimal stochastic relaxed control for stochastic differential equations driven by a G-Brownian motion.

Categories: math.PR
Subjects: 60H10, 60H07, 49N90
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