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20172022
most citedExistence of relaxed optimal control for G-neutral stochastic functional differential equations with uncontrolled diffusion

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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…