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Autores principales: Hao, Chenhui, Shi, Jingtao, Zhang, Shuaiqi
Formato: Preprint
Publicado: 2025
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Acceso en línea:https://arxiv.org/abs/2503.07034
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author Hao, Chenhui
Shi, Jingtao
Zhang, Shuaiqi
author_facet Hao, Chenhui
Shi, Jingtao
Zhang, Shuaiqi
contents This paper is devoted to an optimal control problem of fully coupled forward-backward stochastic differential equations driven by sub-diffusion, whose solutions are not Markov processes. The stochastic maximum principle is obtained, where the control domain may not be convex and the diffusion term is independent of the control variable. Additionally, problem with state constraint is researched by using Ekeland's variational principle. The theoretical results obtained are applied to a cash management optimization problem in bear market, and the optimal strategy is derived.
format Preprint
id arxiv_https___arxiv_org_abs_2503_07034
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle The Optimal Control Problem of Fully Coupled FBSDEs Driven by Sub-diffusion with Applications
Hao, Chenhui
Shi, Jingtao
Zhang, Shuaiqi
Optimization and Control
This paper is devoted to an optimal control problem of fully coupled forward-backward stochastic differential equations driven by sub-diffusion, whose solutions are not Markov processes. The stochastic maximum principle is obtained, where the control domain may not be convex and the diffusion term is independent of the control variable. Additionally, problem with state constraint is researched by using Ekeland's variational principle. The theoretical results obtained are applied to a cash management optimization problem in bear market, and the optimal strategy is derived.
title The Optimal Control Problem of Fully Coupled FBSDEs Driven by Sub-diffusion with Applications
topic Optimization and Control
url https://arxiv.org/abs/2503.07034