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

Khaled Bahlali (1) , Omar Kebiri (2) , Ahmed Mtiraoui (1)

1 IMATH - Institut de Mathématiques de Toulon - EA 2134
2 Université Aboubekr Belkaid - University of Belkaïd Abou Bekr [Tlemcen]

Domaines: Probabilités [math.PR]

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⟩