Controlled reflected SDEs and Neumann problem for backward SPDEs (Q2286452)
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scientific article; zbMATH DE number 7155060
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| English | Controlled reflected SDEs and Neumann problem for backward SPDEs |
scientific article; zbMATH DE number 7155060 |
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Controlled reflected SDEs and Neumann problem for backward SPDEs (English)
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22 January 2020
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optimal control of reflected stochastic differential equations
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Neumann problem
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backward stochastic partial differential equation
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0.8497680425643921
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0.825716495513916
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0.8225013017654419
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0.8164057731628418
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0.8146423697471619
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