# On relaxed stochastic optimal control for stochastic differential equations driven by G-Brownian motion

## TL;DR

This paper establishes the existence of an optimal relaxed control for stochastic differential equations driven by G-Brownian motion within the G-framework, advancing the theoretical understanding of stochastic control under model uncertainty.

## Contribution

It introduces a new existence result for optimal relaxed controls in the G-framework, extending stochastic control theory to G-Brownian motion driven systems.

## Key findings

- Existence of optimal relaxed control established.
- Extension of stochastic control theory to G-Brownian motion.
- Theoretical foundation for control under model uncertainty.

## Abstract

In the G-framework, we establish existence of an optimal stochastic relaxed control for stochastic differential equations driven by a G-Brownian motion.