General fully coupled FBSDES involving the value function and related nonlocal HJB equations combined with algebraic equations (Q3384666)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General fully coupled FBSDES involving the value function and related nonlocal HJB equations combined with algebraic equations |
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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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