General fully coupled FBSDES involving the value function and related nonlocal HJB equations combined with algebraic equations (Q3384666)
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scientific article; zbMATH DE number 7447251
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| English | General fully coupled FBSDES involving the value function and related nonlocal HJB equations combined with algebraic equations |
scientific article; zbMATH DE number 7447251 |
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General fully coupled FBSDES involving the value function and related nonlocal HJB equations combined with algebraic equations (English)
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17 December 2021
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general fully coupled FBSDE involving value function
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nonlocal Hamilton-Jacobi-Bellman equation
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algebraic equation
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dynamic programming principle
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viscosity solution
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0.8997237086296082
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0.8750104904174805
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0.848143458366394
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0.8148916959762573
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