Existence of an optimal control for a system driven by a degenerate coupled forward–backward stochastic differential equations - Université de Toulon
Journal Articles Comptes Rendus. Mathématique Year : 2017

Existence of an optimal control for a system driven by a degenerate coupled forward–backward stochastic differential equations

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Probability [math.PR]

Khaled Bahlali  : Connect in order to contact the contributor

https://univ-tln.hal.science/hal-01824225

Submitted on : Wednesday, June 27, 2018-1:15:23 AM

Last modification on : Friday, June 7, 2024-4:08:02 PM

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hal-01824225 , version 1 (27-06-2018)

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Khaled Bahlali, Omar Kebiri, Ahmed Mtiraoui. Existence of an optimal control for a system driven by a degenerate coupled forward–backward stochastic differential equations. Comptes Rendus. Mathématique, 2017, 355 (1), pp.84 - 89. ⟨10.1016/j.crma.2016.11.012⟩. ⟨hal-01824225⟩

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