Singular recursive utility (Q4584681)
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scientific article; zbMATH DE number 6931426
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular recursive utility |
scientific article; zbMATH DE number 6931426 |
Statements
Singular recursive utility (English)
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4 September 2018
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singular recursive utility
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singular jump-diffusion processes
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optimal control problem
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stochastic maximum principle
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singular backward stochastic differential equation
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generalized Skorohod reflection problem
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optimal consumption
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