Optimal Relaxed Control for a Decoupled G-FBSDE
Crossref DOI link: https://doi.org/10.1007/s10957-024-02495-2
Published Online: 2024-07-24
Published Print: 2024-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bouanani, Hafida
Kebiri, Omar https://orcid.org/0000-0002-1420-2071
Hartmann, Carsten
Redjil, Amel
Funding for this research was provided by:
Berlin Mathematics Research Center MATH+ (EF4-6)
Brandenburgische Technische Universität Cottbus - Senftenberg
Text and Data Mining valid from 2024-07-24
Version of Record valid from 2024-07-24
Article History
Received: 29 September 2022
Accepted: 9 July 2024
First Online: 24 July 2024