Browsing by Subject Forward backward stochastic differential equation; Stochastic control; Weak convergence; Existence.
Showing results 1 to 1 of 1
Issue Date | Title | Author(s) |
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21-May-2014 | Existence of optimal controls for systems driven by FBSDEs | Khaled Bahlali; Boulekhrass Gherbal; Brahim Mezerdi |