Switching problems with controlled randomisation and associated obliquely reflected BSDEs (Q2066958)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Switching problems with controlled randomisation and associated obliquely reflected BSDEs |
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Switching problems with controlled randomisation and associated obliquely reflected BSDEs (English)
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17 January 2022
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optimal switching with uncertainty
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backward stochastic differential equations
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oblique reflections
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enlargement of filtrations
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