论文标题
存在不受控制的扩散的G-中性随机功能微分方程的松弛最佳控制
Existence of relaxed optimal control for G-neutral stochastic functional differential equations with uncontrolled diffusion
论文作者
论文摘要
在本文中，我们研究了由G-Brownian运动驱动的中性随机功能微分方程的存在和独特性的问题（简称GNSFDES），这是由由中性项和扩散不取决于控制变量的松弛控制驱动的Banach空间的。通过在我们动态的所有可能概率的集合中使用紧密度技术和弱收敛技术，我们证明存在最佳的松弛控制。提出了工作的动机，并给出了不受控制的G-NSFDE的数值分析。
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) on Banach space driven by relaxed controls in which the neutral term and diffusion do not depend on the control variable. By using tightness techniques and the weak convergence techniques for each probability measure in the set of all possible probabilities of our dynamic, we prove the existence of an optimal relaxed control. A motivation of are work is presented and a Numerical analysis for the uncontrolled G-NSFDE is given.
