Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Labed, Boubakeur"'
We consider a stochastic control problem which is composed of a controlled stochastic differential equation, and whose associated cost functional is defined through a controlled backward stochastic differential equation. Under appropriate convexity a
Externí odkaz:
http://arxiv.org/abs/0902.2693
Publikováno v:
Stochastics and Stochastics Reports
Stochastics and Stochastics Reports, Informa UK (Taylor & Francis), 2010, 82 (1-3), pp.241-256
Stochastics and Stochastics Reports, Informa UK (Taylor & Francis), 2010, 82 (1-3), pp.241-256
International audience; We consider a stochastic control problem which is composed of a controlled stochastic differential equation, and whose associated cost functional is defined through a controlled backward stochastic differential equation. Under
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::494c2079fe6f97a0af244302ba91fe31
https://hal.archives-ouvertes.fr/hal-00350044/document
https://hal.archives-ouvertes.fr/hal-00350044/document
Autor:
Bahlali, Seid, Labed, Boubakeur
Publikováno v:
Random Operators & Stochastic Equations; 2006, Vol. 14 Issue 3, p291-301, 11p