Necessary and sufficient optimality conditions for relaxed and strict control problems of backward systems

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dc.creatorBahlali, Seid
dc.date2008-07-27
dc.date2008-12-20
dc.date.accessioned2026-07-07T12:20:37Z
dc.date.available2026-07-07T12:20:37Z
dc.descriptionWe consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we establish necessary as well as sufficient conditions of optimality for two models. The first concerns the relaxed controls, who are measure-valued processes. The second is a particular case of the first and relates to strict control problems.
dc.identifierhttps://arxiv.org/abs/0807.4297
dc.identifierhttp://arxiv.org/abs/0807.4297
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/213113
dc.subjectOptimization and Control
dc.subjectProbability
dc.subject93Exx
dc.titleNecessary and sufficient optimality conditions for relaxed and strict control problems of backward systems
dc.typetext

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