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dc.contributor.authorSeid Bahlali-
dc.description.abstractWe consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. By introducing an alternative approach, we establish necessary as well as sufficient conditions of optimality of controls, in the form of Pontryagin's stochastic maximum principle. Link
dc.subjectBackward stochastic differential equation; optimal control; maximum principle; adjoint equation; variational inequality; variational principle.en_US
dc.titleStochastic controls of backward systemsen_US
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