Browsing by Subject Forward–backward stochastic differential equations; Stochastic control; Maximum principle; Adjoint equation; Ekeland’s variational principal.
Showing results 1 to 1 of 1
| Issue Date | Title | Author(s) |
|---|---|---|
| 21-May-2014 | Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs | Khaled Bahlali; Nabil Khelfallah; Brahim Mezerdi |