Some new BSDE results for an infinite-horizon stochastic control problem (Q5198567)
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scientific article; zbMATH DE number 5936955
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| English | Some new BSDE results for an infinite-horizon stochastic control problem |
scientific article; zbMATH DE number 5936955 |
Statements
Some New BSDE Results for an Infinite-Horizon Stochastic Control Problem (English)
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8 August 2011
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backward stochastic differential equations
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infinite horizon
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quadratic BSDE
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unbounded solution
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stochastic control
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robust utility maximisation
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0.8378043174743652
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0.8320062756538391
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0.8189408183097839
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0.8188627362251282
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0.8109872341156006
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