1 citations · 1 across the 3 of their papers we have counts for
Showing math.PRShow all
2 papers · 1 filter
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.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.