Browsing by Subject Backward doubly stochastic differential equations; stochastic maximum principle; optimal control; adjoint equation; variational inequality; optimization principle
Showing results 1 to 1 of 1
| Issue Date | Title | Author(s) |
|---|---|---|
| 11-Apr-2014 | Optimality conditions of controlled backward doubly stochastic differential equations | Seid Bahlali; Boulakhras Gherbal |