Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient-Reference-Cited by-同舟云学术

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

Published:2018-01-22 Issue:6 Volume:90 Page:861-875
ISSN:1744-2508
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Bahlali K.¹,Kebiri O.²,Mezerdi B.³,Mtiraoui A.¹⁴

Affiliation:

1. IMATH, Université de Toulon , La Garde Cedex, France.

2. Laboratory of Probability and Statistics, Tlemcen University , Tlemcen, Algeria.

3. Laboratoire de Mathématiques Appliquées, Université Mohamed Khider , Biskra, Algeria.

4. Faculté des sciences de Sfax, Département de mathématiques , Sfax, Tunisia.

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442508.2018.1427750

Reference24 articles.

1. Backward-Forward Stochastic Differential Equations

2. Flows of homeomorphisms of stochastic differential equations with measurable drift

3. Existence of optimal controls for systems driven by FBSDEs

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

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Optimal Relaxed Control for a Decoupled G-FBSDE;Journal of Optimization Theory and Applications;2024-07-24

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