On Markovian solutions to Markov chain BSDEs (Q450741)
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scientific article; zbMATH DE number 6082537
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On Markovian solutions to Markov chain BSDEs |
scientific article; zbMATH DE number 6082537 |
Statements
On Markovian solutions to Markov chain BSDEs (English)
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14 September 2012
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BSDE
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coupled ODE
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numerical solution
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Markov chains
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0.8970683813095093
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0.8593828082084656
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0.8465254306793213
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0.8427920937538147
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0.8320338726043701
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