Yazar "Lazhar, Tamer" için listeleme
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A stochastic maximum principle for general mean-field backward doubly stochastic control
Aoun, Salima; Lazhar, Tamer (Işık University Press, 2024-01)In this paper we study the optimal control problems of general MckeanVlasov for backward doubly stochastic differential equations (BDSDEs), in which the coefficients depend on the state of the solution process as well as ...