Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs (Q2183132)
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| Language | Label | Description | Also known as |
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| English | Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs |
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Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs (English)
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26 May 2020
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backward stochastic differential equation
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recursive optimal control problem
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Hamilton-Jacobi-Bellman equation
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representation theorem for generator
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