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dc.contributor.authorA. Chala-
dc.description.abstractWe consider a stochastic control problem in the case where the set of control domain is convex, the system is governed by a nonlinear backward stochastic differential equation with a non-Markovian system and constant terminal conditions. The paper reports on a derivation of a stochastic maximum principle for optimality with a minimized criterion in the general form, with initial costs. DOI: 10.1515/rose-2012-0012 Link
dc.subjectBackward Stochastic Differential Equations, Maximum Principle, Adjoint Equation, Variational Inequalities, Path Dependence.en_US
dc.titleNecessary and Sufficient Condition for Optimality of a Backward Non-Markovian Systemen_US
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