Pages that link to "Item:Q287772"
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The following pages link to Representation of non-Markovian optimal stopping problems by constrained BSDEs with a single jump (Q287772):
Displaying 4 items.
- Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach (Q1661565) (← links)
- Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600) (← links)
- Backward SDEs and infinite horizon stochastic optimal control (Q5107935) (← links)
- Discrete-type approximations for non-Markovian optimal stopping problems: Part I (Q5205938) (← links)
