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Title: | Principe du maximum de contrôle stochastique pour le système d’équations différentielles stochastique EDSs-EDSRs |
Authors: | MANSOUL, Brahim Lebssisse, Ibtihal |
Keywords: | de contrôle stochastique le système d’équations différentielles stochastique EDSs-EDSRs |
Issue Date: | 2024 |
Publisher: | UNIVERSITY KASDI MERBAH OUARGLA |
Abstract: | In this study, we examined the problem of optimal random control in the context of risk-sensitive performance, where the control domain is not necessarily convex. The system is defined by a stochastic differential equation and a backward stochastic differential equation. We identified the necessary and sufficient conditions for optimality of the random control principle. |
Description: | Probabilités Et Statistique |
URI: | https://dspace.univ-ouargla.dz/jspui/handle/123456789/36582 |
Appears in Collections: | Département de Mathématiques - Master |
Files in This Item:
File | Description | Size | Format | |
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Lebssisse- Ibtihal.pdf | 879,61 kB | Adobe PDF | View/Open |
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