Browsing by Author "Elgroud, Nabil"

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    Controlled g neutral stochastic differential equations
    (2023) Elgroud, Nabil
    The purpose of this dissertation is to investigate the existence of are laxe dopti-mal control problem given by two stochastic delay equations with in the frame-work of G-Brown anmotion ,where the neutral termin one of the equations and the diffusion termin both equations are independent of the control variable . Westudy the existence and uniqueness of solution for neutral stochastic functional differential equation driven by G-Brownian motion (G-NSFDE, in short) under refined Lipschitz hypothesis, in addition to certain numerical analysis simula-tions.We investigate the approximations and existence of a G-relaxe doptimal control for G-NSFDE by defining the space of relaxed control. Next, we esta-blish the existence of a G-relaxe doptimal control of astochastic differential delay equation driven by G-