Ergodic BSDEs Driven by Markov Chains (Q2873870)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodic BSDEs Driven by Markov Chains |
scientific article |
Statements
Ergodic BSDEs Driven by Markov Chains (English)
0 references
27 January 2014
0 references
ergodic backward stochastic differential equation
0 references
Markov chain
0 references
uniform ergodicity
0 references
Nummelin splitting
0 references
risk-averse control
0 references
