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

DOI10.1515/rose-2020-2031zbMath1443.60065OpenAlexW3012462666MaRDI QIDQ778249

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

zbMATH Keywords

existencetightnessrelaxed controlstrict control\(S\)-topology of Jakubowskiforward-backward doubly stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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