摘要
In this paper,we are concerned with an optimal control problem where the system is driven by a fully coupled forward-backward doubly stochastic differential equation.We study the relaxed model for which an optimal solution exists.This is an extension of initial control problem,where admissible controls are measure valued processes.We establish necessary as well as sufficient optimality conditions to the relaxed one.
基金
This work was partially supported by the Algerian PNR project N:8/u07/857.
