Existence of relaxed stochastic optimal control for <i>G</i>-SDEs with controlled jumps (Q5876580)
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scientific article; zbMATH DE number 7648502
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of relaxed stochastic optimal control for <i>G</i>-SDEs with controlled jumps |
scientific article; zbMATH DE number 7648502 |
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Existence of relaxed stochastic optimal control for <i>G</i>-SDEs with controlled jumps (English)
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1 February 2023
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relaxed optimal control
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\(G\)-Brownian motion
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sublinear expectation
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stochastic control
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\(G\)-chattering lemma
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stochastic differential equation
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jump process
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