On the stochastic control-stopping problem (Q2168027)
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scientific article; zbMATH DE number 7578425
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | On the stochastic control-stopping problem |
scientific article; zbMATH DE number 7578425 |
Statements
On the stochastic control-stopping problem (English)
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31 August 2022
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reflected backward stochastic differential equations
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mixed stochastic control
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control-stopping problem
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stochastic Lipschitz condition
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Hamilton-Jacobi-Bellman equation
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viscosity solution
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0.807327151298523
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0.794912576675415
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