Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient - Université de Toulon
Journal Articles Stochastics: An International Journal of Probability and Stochastic Processes Year : 2018

Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient

Khaled Bahlali
Institut de Mathématiques de Toulon - EA 2134
O. Kebiri
  • Function : Author
B. Mezerdi
  • Function : Author
A. Mtiraoui
  • Function : Author
Institut de Mathématiques de Marseille

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Probability [math.PR]

Khaled Bahlali  : Connect in order to contact the contributor

https://univ-tln.hal.science/hal-01824474

Submitted on : Wednesday, June 27, 2018-11:44:27 AM

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

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hal-01824474 , version 1 (27-06-2018)

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Khaled Bahlali, O. Kebiri, B. Mezerdi, A. Mtiraoui. Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient. Stochastics: An International Journal of Probability and Stochastic Processes, 2018, 90 (6), pp.861 - 875. ⟨10.1080/17442508.2018.1427750⟩. ⟨hal-01824474⟩

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