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math.OC2025
Spatially Controlled Evolution of Composite Materials via Stochastic Partial Differential Equations
Nacira Agram, Isabelle Turpin, Eya Zougar
This paper investigates a class of controlled stochastic partial differential equations (SPDEs) arising in the modeling of composite materials with spatially varying properties. Th…
math.OC2017
On optimal control of forward backward stochastic differential equations
Fouzia Baghery, Nabil Khelfallah, Brahim Mezerdi +1
We consider a control problem where the system is driven by a decoupled as well as a coupled forward-backward stochastic differential equation. We prove the existence of an optimal…