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Journal articles
Existence of an optimal control for a system driven by a degenerate coupled forward–backward stochastic differential equations
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IMATH - Institut de Mathématiques de Toulon - EA 2134 (Université de Toulon - Bâtiment U - B.P. 20132 - 83957 La Garde Cedex - France)
- UTLN - Université de Toulon : EA2134 (Avenue de l'Université - BP 20132 - 83957 La Garde Cedex - France)
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Université Aboubekr Belkaid - University of Belkaïd Abou Bekr [Tlemcen] (22, Rue Abi Ayed Abdelkrim Fg Pasteur B.P 119 13000, Tlemcen - Algeria)
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https://hal-univ-tln.archives-ouvertes.fr/hal-01824225
Contributor : Khaled Bahlali <>
Submitted on : Wednesday, June 27, 2018 - 1:15:23 AM
Last modification on : Monday, July 2, 2018 - 3:14:30 PM
Contributor : Khaled Bahlali <>
Submitted on : Wednesday, June 27, 2018 - 1:15:23 AM
Last modification on : Monday, July 2, 2018 - 3:14:30 PM
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- HAL Id : hal-01824225, version 1
- DOI : 10.1016/j.crma.2016.11.012
Citation
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, Elsevier Masson, 2017, 355 (1), pp.84 - 89. ⟨10.1016/j.crma.2016.11.012⟩. ⟨hal-01824225⟩
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