Representation of non-Markovian optimal stopping problems by constrained BSDEs with a single jump (Q287772)
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 6583836
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Representation of non-Markovian optimal stopping problems by constrained BSDEs with a single jump |
scientific article; zbMATH DE number 6583836 |
Statements
Representation of non-Markovian optimal stopping problems by constrained BSDEs with a single jump (English)
0 references
23 May 2016
0 references
optimal stopping
0 references
backward stochastic differential equations
0 references
randomized stopping
0 references
0.8268254399299622
0 references
0.8153084516525269
0 references
0.8010261058807373
0 references
0.7860296368598938
0 references
