arXiv (All)
open access
Necessary and sufficient conditions for optimal control of coupled forward-backward stochastic control systems driven by G-Brownian motion
In this paper, we study a coupled forward-backward stochastic control system driven by G-Brownian motion. Based on some detailed estimates for control system, we obtain the variational inequality for cost functional, which is a necessary condition for optimality. Furthermore, we prove that this nece
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Inverse Stochastic Control via Generalized Schrödinger Problems#1342387
- Aggregation of value processes for semi-martingale BSDEs with jumps#1051619
- Further Approaches of Dynamical Low-Rank Approximation for SDEs#1034060
- Stochastic target problems, dynamic programming, and viscosity solutions#934998
- Data-Driven Stochastic Optimal Control in Reproducing Kernel Hilbert Spaces#1296921
Record · ID 1414099
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive