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

Khaled Bahlali 1 O. Kebiri B. Mezerdi A. Mtiraoui 2
1 IMATH - Institut de Mathématiques de Toulon - EA 2134
2 I2M - Institut de Mathématiques de Marseille
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https://hal-univ-tln.archives-ouvertes.fr/hal-01824474
Contributor : Khaled Bahlali <>
Submitted on : Wednesday, June 27, 2018 - 11:44:27 AM
Last modification on : Thursday, January 23, 2020 - 6:22:13 PM

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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, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2018, 90 (6), pp.861 - 875. ⟨10.1080/17442508.2018.1427750⟩. ⟨hal-01824474⟩

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