Ergodic BSDEs Driven by Markov Chains (Q2873870): Difference between revisions
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Latest revision as of 09:21, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodic BSDEs Driven by Markov Chains |
scientific article |
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Ergodic BSDEs Driven by Markov Chains (English)
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27 January 2014
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ergodic backward stochastic differential equation
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Markov chain
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uniform ergodicity
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Nummelin splitting
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risk-averse control
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