Browsing by Subject Keywords : 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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11-Apr-2014 | Existence and optimality conditions in stochastic control of linear BSDEs | K. Bahlali; B. Gherbal; B. Mezerdi |