# American Institute of Mathematical Sciences

January  2018, 3: 8 doi: 10.1186/s41546-018-0033-z

## Optimal control with delayed information flow of systems driven by G-Brownian motion

 1. Department of Mathematics, LMU Munich, Theresienstraße 39, 80333 Munich, Germany; 2. Department of Mathematics, University of Oslo, P. O. Box 1053 Blindern, N-0316 Oslo, Norway; 3. Department of Mathematics, University of Munich, Theresienstraße 39, 80333 Munich, Germany

Received  September 14, 2017 Revised  September 19, 2018 Published  October 2018

In this paper, we study strongly robust optimal control problems under volatility uncertainty. In the G-framework, we adapt the stochastic maximum principle to find necessary and sufficient conditions for the existence of a strongly robust optimal control.
Citation: Francesca Biagini, Thilo Meyer-Brandis, Bernt Øksendal, Krzysztof Paczka. Optimal control with delayed information flow of systems driven by G-Brownian motion. Probability, Uncertainty and Quantitative Risk, 2018, 3 (0) : 8-. doi: 10.1186/s41546-018-0033-z
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