Thése doctorat

Some results on the stochastic control of backward doubly stochastic differential equations

abdelhakim ninouh, Auteur ; Gherbal Boulakhras, Directeur de thèse | Biskra [Algerie] : Université Mohamed Khider | 2021

The objective of this thesis is to proof the existence of optimal relaxed controls as well as optimal stricts controls for systems governed by non linear forward–backward stochastic differential equations (FBSDEs). In the first part, we study an[...]

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