Controlled reflected mean-field backward stochastic differential equations coupled with value function and related PDEs (Q2356559)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Controlled reflected mean-field backward stochastic differential equations coupled with value function and related PDEs |
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Controlled reflected mean-field backward stochastic differential equations coupled with value function and related PDEs (English)
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30 July 2015
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controlled reflected mean-field backward stochastic differential equations
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value function
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comparison theorem
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dynamic programming principle
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viscosity solution
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