{
  "id": "0801.4666",
  "version": "v2",
  "published": "2008-01-30T12:59:45.000Z",
  "updated": "2008-07-23T10:47:52.000Z",
  "title": "Stochastic maximum principle for optimal control problem of backward systems with terminal condition in L1",
  "authors": [
    "Seid Bahlali"
  ],
  "categories": [
    "math.PR",
    "math.OC"
  ],
  "abstract": "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 data, we derive necessary optimality conditions in the form of stochastic maximum principle.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2008-07-23T10:47:52.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "stochastic maximum principle",
      "optimal control problem",
      "terminal condition",
      "backward systems",
      "nonlinear backward stochastic differential equation"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2008arXiv0801.4666B"
    }
  }
}