2 papers
math.OC2026
Stochastic recursive optimal control problem with monotonicity conditions under G-framework
Wei He, Qiangjun Tang
In this paper, we study the stochastic recursive optimal control problem under non-Lipschitz settings. More precisely, we suppose that the generator of G-BSDE describing the runnin…
math.PR2025
Quadratic BSDEs with double constraints driven by G-Brownian motion
Wei He, Qiangjun Tang
In this paper, we investigate the well-posedness of quadratic backward stochastic differential equations driven by G-Brownian motion (referred to as G-BSDEs) with double mean refle…