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

Khaled Bahlali; Omar Kebiri; Ahmed Mtiraoui

doi:10.1016/j.crma.2016.11.012

Journal Articles Comptes Rendus. Mathématique Year : 2017

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

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Khaled Bahlali

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Institut de Mathématiques de Toulon - EA 2134

Omar Kebiri

Function : Author

Université Aboubekr Belkaid - University of Belkaïd Abou Bekr [Tlemcen]

Ahmed Mtiraoui

Function : Author

Institut de Mathématiques de Toulon - EA 2134

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Probability [math.PR]

Khaled Bahlali : Connect in order to contact the contributor

https://hal-univ-tln.archives-ouvertes.fr/hal-01824225

Submitted on : Wednesday, June 27, 2018-1:15:23 AM

Last modification on : Tuesday, December 7, 2021-3:16:02 PM

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hal-01824225 , version 1 (27-06-2018)

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HAL Id : hal-01824225 , version 1
DOI : 10.1016/j.crma.2016.11.012

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

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

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