BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions (Q2274200)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7107388
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions |
scientific article; zbMATH DE number 7107388 |
Statements
BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions (English)
0 references
19 September 2019
0 references
backward stochastic differential equations
0 references
infinite-dimensional path-dependent controlled SDEs
0 references
randomization method
0 references
viscosity solutions
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8355016708374023
0 references
0.8110275268554688
0 references
0.8039085268974304
0 references
0.8034570217132568
0 references
