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Article Dans Une Revue Probability, Uncertainty and Quantitative Risk Année : 2022

Optimal control of SDEs with expected path constraints and related constrained FBSDEs

Shanjian Tang
  • Fonction : Auteur
Zuo Quan Xu
  • Fonction : Auteur

Dates et versions

hal-03863031 , version 1 (21-11-2022)

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Ying Hu, Shanjian Tang, Zuo Quan Xu. Optimal control of SDEs with expected path constraints and related constrained FBSDEs. Probability, Uncertainty and Quantitative Risk, 2022, 7 (4), pp.365-384. ⟨10.3934/puqr.2022020⟩. ⟨hal-03863031⟩
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