Stochastic recursive optimal control problem with obstacle constraint involving diffusion type control (Q2114262)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic recursive optimal control problem with obstacle constraint involving diffusion type control |
scientific article |
Statements
Stochastic recursive optimal control problem with obstacle constraint involving diffusion type control (English)
0 references
15 March 2022
0 references
optimal control problem
0 references
reflected backward stochastic differential equation
0 references
diffusion type control
0 references
recursive utility
0 references
sufficient condition
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
