Thése doctorat

Contribution to the Study of Backward SDEs and Their Applications to Stochastic Optimal Control

Hanine Azizi, Auteur ; Nabil khelfallah, Directeur de thèse | Biskra [Algérie] : Faculté des Sciences Exactes et des Sciences de la Nature et de la Vie, Université Mohamed Khider | 2024

In this thesis, we aim to generalize some existing results in the literature that concern a stochastic maximum principle for backward stochastic differential equations (BSDEs) or forward-backward stochastic differential equation (FBSDEs), with[...]

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