Systems of BSDES with oblique reflection and related optimal switching problems (Q5228832)
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scientific article; zbMATH DE number 7093472
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Systems of BSDES with oblique reflection and related optimal switching problems |
scientific article; zbMATH DE number 7093472 |
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Systems of BSDES with oblique reflection and related optimal switching problems (English)
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13 August 2019
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systems of BSDEs
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oblique reflection
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\(L^1\) data
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quasi-monotone generator
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optimal switching problem
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