Switching problems with controlled randomisation and associated obliquely reflected BSDEs (Q2066958)
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scientific article; zbMATH DE number 7457766
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| English | Switching problems with controlled randomisation and associated obliquely reflected BSDEs |
scientific article; zbMATH DE number 7457766 |
Statements
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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0.92402893
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0.91999865
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0.9129031
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0.91240376
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0.9120586
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0.91142213
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0.91011494
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0.9084341
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