{
  "id": "1702.08735",
  "version": "v1",
  "published": "2017-02-28T10:48:01.000Z",
  "updated": "2017-02-28T10:48:01.000Z",
  "title": "On relaxed stochastic optimal control for stochastic differential equations driven by G-Brownian motion",
  "authors": [
    "Amel Redjil",
    "Salah Eddine Choutri"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "In the G-framework, we establish existence of an optimal stochastic relaxed control for stochastic differential equations driven by a G-Brownian motion.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2017-02-28T10:48:01.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10",
      "60H07",
      "49N90"
    ],
    "keywords": [
      "stochastic differential equations driven",
      "relaxed stochastic optimal control",
      "g-brownian motion",
      "optimal stochastic relaxed control"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}