Reflected BSDEs, optimal control and stopping for infinite-dimensional systems (Q4594367)
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scientific article; zbMATH DE number 6811883
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected BSDEs, optimal control and stopping for infinite-dimensional systems |
scientific article; zbMATH DE number 6811883 |
Statements
Reflected BSDEs, optimal control and stopping for infinite-dimensional systems (English)
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23 November 2017
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reflected backward stochastic differential equations
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obstacle problem
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optimal stopping in infinite dimension
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