1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.PR2022★ 1 cited
Existence of relaxed optimal control for G-neutral stochastic functional differential equations with uncontrolled diffusion
Nabil Elgroud, Hacene Boutabia, Amel Redjil +1
In this paper, we study the question of existence and uniqueness of solution of neutral stochastic functional differential equations driven by G- Brownian motion (GNSFDEs in short)…
math.OC2021
The relaxed maximum principle for G-stochastic control systems with controlled jumps
Hanane Ben Gherbal, Amel Redjil, Omar Kebiri
This paper is concerned with optimal control of systems driven by G-stochastic differential equations (G-SDEs), with controlled jump term. We study the relaxed problem, in which ad…
math.PR2017
On relaxed stochastic optimal control for stochastic differential equations driven by G-Brownian motion
Amel Redjil, Salah Eddine Choutri
In the G-framework, we establish existence of an optimal stochastic relaxed control for stochastic differential equations driven by a G-Brownian motion.