Stochastic Control Representations for Penalized Backward Stochastic Differential Equations (Q5254887)
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scientific article; zbMATH DE number 6444741
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Control Representations for Penalized Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 6444741 |
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Stochastic Control Representations for Penalized Backward Stochastic Differential Equations (English)
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10 June 2015
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backward stochastic differential equation
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penalization
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optimal stopping
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optimal control
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regime switching
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