Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs (Q2183132)
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scientific article; zbMATH DE number 7204052
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| English | Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs |
scientific article; zbMATH DE number 7204052 |
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Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs (English)
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26 May 2020
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backward stochastic differential equation
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recursive optimal control problem
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Hamilton-Jacobi-Bellman equation
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representation theorem for generator
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0.8066285252571106
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0.7888612151145935
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0.7747553586959839
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0.7616352438926697
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