Browsing by Subject MOTS-CLES : Mean-field forward–backward stochastic differential equation with jumps ・ Optimal stochastic control ・ Mean-field maximum principle ・ Mean-variance portfolio selection with recursive utility functional ・ Time-inconsistent control problem
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| Issue Date | Title | Author(s) |
|---|---|---|
| 2017 | Sur un problem de contrˆole optimal stochastique pour certain aspect des ´equations differentielles stochastiques de type mean-field et applications | BOUKAF, Samira |