3 citations · 9 across the 6 of their papers we have counts for
5 papers · 1 filter
A general stochastic maximum principle for mixed relaxed-singular control problems
Seid Bahlali
We consider in this paper, mixed relaxed-singular stochastic control problems, where the control variable has two components, the first being measure-valued and the second singular…
The strict and relaxed stochastic maximum principle for optimal control problem of backward systems
Seid Bahlali
We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We…
Stochastic maximum principle for optimal control problem of backward systems with terminal condition in L1
Seid Bahlali
We consider a stochastic control problem, where the control domain is convex and the system is governed by a nonlinear backward stochastic differential equation. With a L1 terminal…
A general stochastic maximum principle for optimal control problems of forward-backward systems
Seid Bahlali
Stochastic maximum principle of nonlinear controlled forward-backward systems, where the set of strict (classical) controls need not be convex and the diffusion coefficient depends…
A general necessary and sufficient optimality conditions for singular control problems
Seid Bahlali
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being abs…