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