Optimal relaxed control for a decoupled \(G\)-FBSDE (Q6614695)
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scientific article; zbMATH DE number 7922474
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal relaxed control for a decoupled \(G\)-FBSDE |
scientific article; zbMATH DE number 7922474 |
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Optimal relaxed control for a decoupled \(G\)-FBSDE (English)
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7 October 2024
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decoupled forward-backward stochastic differential equations
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\(G\)-Brownian motion
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relaxed optimal control
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Hamilton-Jacobi-Bellman equation
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