On Markovian solutions to Markov chain BSDEs (Q450741)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Markovian solutions to Markov chain BSDEs |
scientific article |
Statements
On Markovian solutions to Markov chain BSDEs (English)
0 references
14 September 2012
0 references
BSDE
0 references
coupled ODE
0 references
numerical solution
0 references
Markov chains
0 references
