"Optimal Relaxed Control for a Decoupled G-FBSDE."

Hafida Bouanani et al. (2024)

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DOI: 10.1007/S10957-024-02495-2

access: open

type: Journal Article

metadata version: 2024-12-09

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Hafida Bouanani, Omar Kebiri, Carsten Hartmann, Amel Redjil:
Optimal Relaxed Control for a Decoupled G-FBSDE. J. Optim. Theory Appl. 202(3): 1027-1059 (2024)

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