Thése doctorat

Some contributions on stochastic optimal control of FBSDE

Radhia Benbrahim, Auteur ; Gherbal Boulakhras, Auteur | Biskra [Algerie] : Mohamed Khider university of Biskra | 2019

In my thesis, we are interested by the existence of optimal solutions of a stochastic control problem for systems driven by nonlinear forward-backward stochastic differential equations of mean-field type (MF-FBSDEs). The coefficients of the syst[...]

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