Existence of optimal controls for systems driven by FBSDEs
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Publication:539918
DOI10.1016/j.sysconle.2011.02.011zbMath1214.49010OpenAlexW2071132201MaRDI QIDQ539918
Boulekhrass Gherbal, Brahim Mezerdi, Khaled Bahlali
Publication date: 31 May 2011
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2011.02.011
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Methods involving semicontinuity and convergence; relaxation (49J45)
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