Stochastic Control Representations for Penalized Backward Stochastic Differential Equations (Q5254887): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:45, 8 February 2024
scientific article; zbMATH DE number 6444741
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Control Representations for Penalized Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 6444741 |
Statements
Stochastic Control Representations for Penalized Backward Stochastic Differential Equations (English)
0 references
10 June 2015
0 references
backward stochastic differential equation
0 references
penalization
0 references
optimal stopping
0 references
optimal control
0 references
regime switching
0 references
