Constrained BSDEs Driven by a Non-Quasi-Left-Continuous Random Measure and Optimal Control of PDMPs on Bounded Domains (Q5244156)
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scientific article; zbMATH DE number 7133197
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constrained BSDEs Driven by a Non-Quasi-Left-Continuous Random Measure and Optimal Control of PDMPs on Bounded Domains |
scientific article; zbMATH DE number 7133197 |
Statements
Constrained BSDEs Driven by a Non-Quasi-Left-Continuous Random Measure and Optimal Control of PDMPs on Bounded Domains (English)
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20 November 2019
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backward stochastic differential equations
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optimal control problems
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piecewise deterministic Markov processes
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non-quasi-left-continuous random measure
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randomization of controls
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