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Existence of optimal controls for systems driven by FBSDEs · Study

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ArticleExistence of optimal controls for systems driven by FBSDEs

Khaled Bahlali2011

Article2011

Existence of optimal controls for systems driven by FBSDEs

Khaled Bahlali · Boulakhras Gherbal · Brahim Mezerdi

30 citations·0/0 files stored·Systems & Control Letters

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Fuzzy Systems and Optimization

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References

1990Adapted solution of a backward stochastic differential equation 1997Backward Stochastic Differential Equations in Finance 1999Stochastic Controls 2007Forward-Backward Stochastic Differential Equations and their Applications 1999Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control 1993Backward stochastic differential equations and applications to optimal control 1999Forward-Backward Stochastic Differential Equations and Their Applications 1987Compactification methods in the control of degenerate diffusions: existence of an optimal control

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Year2011

Typearticle

Published2011-04-14

VenueSystems & Control Letters

ISSN-L0167-6911

Languageen

Citations30

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.sysconle.2011.02.011

openalex_workW2071132201

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