Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time (Q388138): Difference between revisions

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+Infinite Horizon Reflected Backward SDEs with Jumps and RCLL Obstacle
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+Pricing Asset Scheduling Flexibility using Optimal Switching
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+Existence and uniqueness for BSDE with stopping time
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+OPTIMAL MULTI-MODES SWITCHING PROBLEM IN INFINITE HORIZON
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Q2772020
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+Multi-dimensional BSDE with oblique reflection and optimal switching
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+Equations différentielles stochastiques rétrogrades réfléchies dans un convexe
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+Q4263364
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+Valuation of power plants by utility indifference and numerical computation
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+Forward-backward stochastic differential equations with stopping time
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+On solutions of a class of infinite horizon FBSDEs
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