Stochastic control for BSDEs and ABSDEs with Markov chain noises (Q5130077)
From MaRDI portal
scientific article; zbMATH DE number 7269496
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic control for BSDEs and ABSDEs with Markov chain noises |
scientific article; zbMATH DE number 7269496 |
Statements
Stochastic control for BSDEs and ABSDEs with Markov chain noises (English)
0 references
3 November 2020
0 references
duality between SDEs and BSDEs
0 references
Markov chain noise
0 references
duality between SDDEs and anticipated BSDEs
0 references
stochastic control
0 references
0 references
0 references
0 references