Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes (Q529424): Difference between revisions
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Revision as of 00:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes |
scientific article |
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Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes (English)
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18 May 2017
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backward stochastic differential equations
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optimal control problems
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pure jump Markov processes
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marked point processes
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randomization
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