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

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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

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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, Elsevier Masson, 2017, 355 (1), pp.84 - 89. ⟨10.1016/j.crma.2016.11.012⟩. ⟨hal-01824225⟩

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