Applications of an infinite horizon BSDE's to an impulse control problem (Q412589): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (4 intermediate revisions by 4 users not shown) | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 93E03 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6030548 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
impulse control problem in infinite horizon | |||
| Property / zbMATH Keywords: impulse control problem in infinite horizon / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
double barrier reflected backward stochastic differential equations (BSDE) | |||
| Property / zbMATH Keywords: double barrier reflected backward stochastic differential equations (BSDE) / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Snell envelope | |||
| Property / zbMATH Keywords: Snell envelope / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.crma.2012.03.005 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2092495427 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3953613 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3925594 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Reflected solutions of backward SDE's, and related obstacle problems for PDE's / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4357508 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On the Starting and Stopping Problem: Application in Reversible Investments / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4002114 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Adapted solution of a backward stochastic differential equation / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 04:07, 5 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applications of an infinite horizon BSDE's to an impulse control problem |
scientific article |
Statements
Applications of an infinite horizon BSDE's to an impulse control problem (English)
0 references
4 May 2012
0 references
impulse control problem in infinite horizon
0 references
double barrier reflected backward stochastic differential equations (BSDE)
0 references
Snell envelope
0 references
