Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Dual and backward SDE representation for optimal control of
  non-Markovian SDEs   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.

23
The categories of this paper are: solv-int
17
The categories of this paper are: q-fin
19
The categories of this paper are: eess
31
The categories of this paper are: ao-sci
0
The categories of this paper are: hep-ph
4
The categories of this paper are: cond-mat
25
The categories of this paper are: patt-sol
33
The categories of this paper are: plasm-ph
15
The categories of this paper are: nucl-ex
8
The categories of this paper are: hep-ex
20
The categories of this paper are: acc-phys
36
The categories of this paper are: cmp-lg
32
The categories of this paper are: atom-ph
1
The categories of this paper are: cs
16
The categories of this paper are: stat
37
The categories of this paper are: supr-con