Pages that link to "Item:Q2512848"
From MaRDI portal
The following pages link to Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (Q2512848):
Displaying 8 items.
- Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) (← links)
- Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach (Q1661565) (← links)
- Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem (Q1713474) (← links)
- Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE (Q2354152) (← links)
- Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function (Q3177920) (← links)
- How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition (Q5037503) (← links)
- 𝕃<sup><i>p</i></sup> solutions of reflected backward stochastic differential equations with jumps (Q5140349) (← links)
- Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities (Q5270333) (← links)
