Monographie imprimée

Stochastic Maximum Principle for the System Governed by Backward Doubly Stochastic Differential Equations with Risk-Sensitive Control Problem and Applications

HAFAYED Dahbia, Auteur ; Adel Chala, Directeur de thèse | Biskra [Algérie] : Faculté des Sciences Exactes et des Sciences de la Nature et de la Vie, Université Mohamed Khider | 2020

This thesis based on the study of the stochastic maximum principle with risk-sensitive for two different systems. We obtain these systems by generalizing the results of Chala [10; 11], and by using the paper of Djehiche et al. in [13]: The first[...]

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