Singular recursive utility (Q4584681)
From MaRDI portal
scientific article; zbMATH DE number 6931426
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular recursive utility |
scientific article; zbMATH DE number 6931426 |
Statements
Singular recursive utility (English)
0 references
4 September 2018
0 references
singular recursive utility
0 references
singular jump-diffusion processes
0 references
optimal control problem
0 references
stochastic maximum principle
0 references
singular backward stochastic differential equation
0 references
generalized Skorohod reflection problem
0 references
optimal consumption
0 references
