Stochastic Optimization Theory of Backward Stochastic Differential Equations Driven by G-Brownian Motion

We consider the stochastic optimal control problems under G-expectation. Based on the theory of backward stochastic differential equations driven by G-Brownian motion, which was introduced in Hu et al. (2012), we can investigate the more general stochastic optimal control problems under G-expectatio...

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Main Authors: Zhonghao Zheng, Xiuchun Bi, Shuguang Zhang
Format: Article
Language:English
Published: Wiley 2013-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2013/564524
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author Zhonghao Zheng
Xiuchun Bi
Shuguang Zhang
author_facet Zhonghao Zheng
Xiuchun Bi
Shuguang Zhang
author_sort Zhonghao Zheng
collection DOAJ
description We consider the stochastic optimal control problems under G-expectation. Based on the theory of backward stochastic differential equations driven by G-Brownian motion, which was introduced in Hu et al. (2012), we can investigate the more general stochastic optimal control problems under G-expectation than that were constructed in Zhang (2011). Then we obtain a generalized dynamic programming principle, and the value function is proved to be a viscosity solution of a fully nonlinear second-order partial differential equation.
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institution Kabale University
issn 1085-3375
1687-0409
language English
publishDate 2013-01-01
publisher Wiley
record_format Article
series Abstract and Applied Analysis
spelling doaj-art-d3a8e9fde9a6457aad4d1b3a6e2e09c12025-08-20T03:24:12ZengWileyAbstract and Applied Analysis1085-33751687-04092013-01-01201310.1155/2013/564524564524Stochastic Optimization Theory of Backward Stochastic Differential Equations Driven by G-Brownian MotionZhonghao Zheng0Xiuchun Bi1Shuguang Zhang2School of Mathematical Sciences, Xiamen University, Xiamen 361005, ChinaDepartment of Statistics and Finance, University of Science and Technology of China, Hefei 230026, ChinaDepartment of Statistics and Finance, University of Science and Technology of China, Hefei 230026, ChinaWe consider the stochastic optimal control problems under G-expectation. Based on the theory of backward stochastic differential equations driven by G-Brownian motion, which was introduced in Hu et al. (2012), we can investigate the more general stochastic optimal control problems under G-expectation than that were constructed in Zhang (2011). Then we obtain a generalized dynamic programming principle, and the value function is proved to be a viscosity solution of a fully nonlinear second-order partial differential equation.http://dx.doi.org/10.1155/2013/564524
spellingShingle Zhonghao Zheng
Xiuchun Bi
Shuguang Zhang
Stochastic Optimization Theory of Backward Stochastic Differential Equations Driven by G-Brownian Motion
Abstract and Applied Analysis
title Stochastic Optimization Theory of Backward Stochastic Differential Equations Driven by G-Brownian Motion
title_full Stochastic Optimization Theory of Backward Stochastic Differential Equations Driven by G-Brownian Motion
title_fullStr Stochastic Optimization Theory of Backward Stochastic Differential Equations Driven by G-Brownian Motion
title_full_unstemmed Stochastic Optimization Theory of Backward Stochastic Differential Equations Driven by G-Brownian Motion
title_short Stochastic Optimization Theory of Backward Stochastic Differential Equations Driven by G-Brownian Motion
title_sort stochastic optimization theory of backward stochastic differential equations driven by g brownian motion
url http://dx.doi.org/10.1155/2013/564524
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AT xiuchunbi stochasticoptimizationtheoryofbackwardstochasticdifferentialequationsdrivenbygbrownianmotion
AT shuguangzhang stochasticoptimizationtheoryofbackwardstochasticdifferentialequationsdrivenbygbrownianmotion