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Some contributions to the problems of stochastic control of di¤usions with jumps

Hanane Ben Gherbal, Auteur ; Brahim Mezerdi, Directeur de thèse | Biskra [Algérie] : Faculté des Sciences Exactes et des Sciences de la Nature et de la Vie, Université Mohamed Khider | 2017

This thesis studies optimal control of systems driven by stochastic differential equations (SDEs), with jump processes, where the control variable appears in the drift and the jump term. We study the relaxed problem for which admissible controls[...]

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