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

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]

Document type :

Journal articles

Domain :

Mathematics [math] / Probability [math.PR]

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https://hal-univ-tln.archives-ouvertes.fr/hal-01824225
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Submitted on : Wednesday, June 27, 2018 - 1:15:23 AM
Last modification on : Tuesday, December 7, 2021 - 3:16:02 PM

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

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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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