Some New BSDE Results for an Infinite-Horizon Stochastic Control Problem (Q5198567)
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scientific article; zbMATH DE number 5936955
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some New BSDE Results for an Infinite-Horizon Stochastic Control Problem |
scientific article; zbMATH DE number 5936955 |
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Some New BSDE Results for an Infinite-Horizon Stochastic Control Problem (English)
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8 August 2011
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backward stochastic differential equations
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infinite horizon
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quadratic BSDE
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unbounded solution
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stochastic control
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robust utility maximisation
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