@prefix dcat: <http://www.w3.org/ns/dcat#> .
@prefix dct: <http://purl.org/dc/terms/> .
@prefix foaf: <http://xmlns.com/foaf/0.1/> .
@prefix vcard: <http://www.w3.org/2006/vcard/ns#> .
@prefix xsd: <http://www.w3.org/2001/XMLSchema#> .

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    dct:description """
              We study optimal stochastic control problem for non-Markovian stochastic differential equations (SDEs) where the drift, diffusion coefficients, and gain functionals are path-dependent, and importantly we do not make any ellipticity assumption on the SDE. We develop a controls randomization approach, and prove that the value function can be reformulated under a family of dominated measures on an enlarged filtered probability space. This value function is then characterized by a backward SDE with nonpositive jumps under a single probability measure, which can be viewed as a path-dependent version of the Hamilton-Jacobi-Bellman equation, and an extension to $G$ expectation.
            """ ;
    dct:identifier "hal-00876957" ;
    dct:issued "2026-05-09T06:10:22.842051"^^xsd:dateTime ;
    dct:language "en" ;
    dct:modified "2026-05-09T06:10:22.842055"^^xsd:dateTime ;
    dct:publisher <https://rec.harvest-normandie.data4citizen.com/organization/cce9db95-46d9-4dc2-84b6-764215d0a002> ;
    dct:title "Dual and backward SDE representation for optimal control of non-Markovian SDEs" ;
    dcat:contactPoint [ a vcard:Organization ;
            vcard:fn "CCSD" ] ;
    dcat:distribution <https://rec.harvest-normandie.data4citizen.com/dataset/oai-hal-hal-00876957v1/resource/e5fa8461-3fcf-4783-80d7-3f9460757ec2> ;
    dcat:keyword "60h10-93e20",
        "backward-stochastic-differential-equations",
        "dominated-measures",
        "infoeu-reposemanticspreprint",
        "mathmath-prmathematics-mathprobability-mathpr",
        "non-markovian-controlled-sdes",
        "preprints-working-papers-",
        "randomization-of-controls" ;
    dcat:landingPage <https://hal.science/hal-00876957> .

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    dct:format "HTML" ;
    dct:issued "2026-05-09T06:10:22.852783"^^xsd:dateTime ;
    dct:modified "2026-05-09T06:10:22.825859"^^xsd:dateTime ;
    dct:title "Dual and backward SDE representation for optimal control of non-Markovian SDEs" ;
    dcat:accessURL <https://hal.science/hal-00876957> .

<https://rec.harvest-normandie.data4citizen.com/organization/cce9db95-46d9-4dc2-84b6-764215d0a002> a foaf:Agent ;
    foaf:name "test_moissonnage_selune" .

<https://hal.science/hal-00876957> a foaf:Document .