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Stochastic optimal control and BSDEs with logarithmic growth

Khaled Bahlali 1 Brahim El Asri
1 IMATH - Institut de Mathématiques de Toulon - EA 2134
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https://hal-univ-tln.archives-ouvertes.fr/hal-01293277
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Submitted on : Thursday, March 24, 2016 - 2:41:17 PM
Last modification on : Tuesday, December 7, 2021 - 3:16:02 PM

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  • HAL Id : hal-01293277, version 1

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Khaled Bahlali, Brahim El Asri. Stochastic optimal control and BSDEs with logarithmic growth. Bulletin des Sciences Mathématiques, Elsevier, 2012, 136 (6), pp.617--637. ⟨hal-01293277⟩

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