Undiscounted Markov Chain BSDEs to Stopping Times (Q5416555)
From MaRDI portal
scientific article; zbMATH DE number 6295056
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Undiscounted Markov Chain BSDEs to Stopping Times |
scientific article; zbMATH DE number 6295056 |
Statements
Undiscounted Markov Chain BSDEs to Stopping Times (English)
0 references
14 May 2014
0 references
BSDE
0 references
Markov chain
0 references
uniform ergodicity
0 references
risk averse control
0 references
non-Ohmic circuit
0 references
