Please use this identifier to cite or link to this item:
https://dspace.univ-ouargla.dz/jspui/handle/123456789/26432
Title: | Principe du maximum en contrôle stochastique pour des diffusions singulières à coefficients non linéaires |
Authors: | Ben brahim, Radhia Ben sacia, Amel |
Keywords: | Itô ‘s formula stochastic process maximum principle optimal control stochastic differential equation |
Issue Date: | 2021 |
Publisher: | UNIVERSITÉ KASDI MERBAH OUARGLA |
Abstract: | في هذا العمل ، درسنا الحد الأقصى لمبدأ التحكم العشوائي للانتشار الفردي ذي المعاملات غير الخطية ، فنحن نهتم بالشروط المثلى. يجد هذا النوع تطبيقات مباشرة في علم الاقتصاد والتسيير والرياضيات المالية. In this work, we have studied the maximum principle of stochastic control for single diffusion to non-linear coefficients, we are interested in optimal conditions. This type directly finds applications in economics, management and financial mathematics |
Description: | Probabilités et Statistique |
URI: | http://dspace.univ-ouargla.dz/jspui/handle/123456789/26432 |
Appears in Collections: | Département de Mathématiques - Master |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
Ben sacia-Amel.pdf | 702,46 kB | Adobe PDF | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.