Existence of an optimal control for a system driven by a degenerate coupled forward-backward stochastic differential equations
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Publication:501890
DOI10.1016/j.crma.2016.11.012zbMath1356.93095OpenAlexW2560479361MaRDI QIDQ501890
Omar Kebiri, Ahmed Mtiraoui, Khaled Bahlali
Publication date: 10 January 2017
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2016.11.012
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)
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Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient, Existence of an optimal control for a system driven by a degenerate coupled forward-backward stochastic differential equations
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