Stochastic recursive optimal control problem of reflected stochastic differential systems (Q5130093): Difference between revisions

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Latest revision as of 00:00, 24 July 2024

scientific article; zbMATH DE number 7269509
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English
Stochastic recursive optimal control problem of reflected stochastic differential systems
scientific article; zbMATH DE number 7269509

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    Stochastic recursive optimal control problem of reflected stochastic differential systems (English)
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    3 November 2020
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    stochastic recursive optimal control
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    generalised reflected backward stochastic differential equations
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    dynamic programming principle
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    viscosity solution
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    nonlinear Neumann boundary condition
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