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Journal Articles Stochastics: An International Journal of Probability and Stochastic Processes Year : 2018

Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient

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O. Kebiri
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B. Mezerdi
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hal-01824474 , version 1 (27-06-2018)

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Khaled Bahlali, O. Kebiri, B. Mezerdi, A. Mtiraoui. Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient. Stochastics: An International Journal of Probability and Stochastic Processes, 2018, 90 (6), pp.861 - 875. ⟨10.1080/17442508.2018.1427750⟩. ⟨hal-01824474⟩
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