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http://archives.univ-biskra.dz/handle/123456789/2365| Title: | An existence result in the control of forward backward stochastic differential equations |
| Authors: | Brahim Mezerdi |
| Issue Date: | 18-Apr-2014 |
| Abstract: | Abstract: We prove the existence of optimal relaxed controls as well as strict optimal controls for systems governed by non linear forward-backward stochastic differential equa¬tions (FBSDEs). Our approach is based on weak convergence techniques for the associated FBSDEs in the Jakubowski S-topology and a suitable Skorokhod representation theorem. Link : http://pinguim.uma.pt/Investigacao/Ccm/icsaa11/page7/page7.html |
| URI: | http://archives.univ-biskra.dz/handle/123456789/2365 http://pinguim.uma.pt/Investigacao/Ccm/icsaa11/page7/page7.html |
| Appears in Collections: | Communications Internationales |
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| File | Description | Size | Format | |
|---|---|---|---|---|
| An existence result in the control of forward backward stochastic differential equations.pdf | 38,41 kB | Adobe PDF | View/Open |
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