Existence of an optimal control for a system driven by a degenerate coupled forward–backward stochastic differential equations - Université de Toulon
Article Dans Une Revue Comptes Rendus. Mathématique Année : 2017

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

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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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