Existence and optimality conditions in stochastic control of linear BSDEs (Q3103219)

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Existence and optimality conditions in stochastic control of linear BSDEs
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    Statements

    title
    Existence and optimality conditions in stochastic control of linear BSDEs (English)
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    author
    Khaled Bahlali
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    Boulekhrass Gherbal
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    Brahim Mezerdi
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    publication date
    26 November 2011
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    zbMATH Keywords
    backward stochastic differential equation
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    stochastic control
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    maximum principle
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    Identifiers

    DOI
    10.1515/ROSE.2010.010
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    Mathematics Subject Classification ID
    49J55
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    49K45
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    93E20
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    zbMATH DE Number
    5981290
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