A new Mertens decomposition of \(\mathscr{Y}^{g , \xi} \)-submartingale systems. Application to BSDEs with weak constraints at stopping times (Q6072905)
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scientific article; zbMATH DE number 7738471
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| English | A new Mertens decomposition of \(\mathscr{Y}^{g , \xi} \)-submartingale systems. Application to BSDEs with weak constraints at stopping times |
scientific article; zbMATH DE number 7738471 |
Statements
A new Mertens decomposition of \(\mathscr{Y}^{g , \xi} \)-submartingale systems. Application to BSDEs with weak constraints at stopping times (English)
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15 September 2023
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Mertens decomposition
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BSDEs with weak constraints at stopping times
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optimal control
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optimal stopping
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stochastic game
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stochastic target
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0.7993713021278381
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0.7674782872200012
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0.7579674124717712
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0.7570098638534546
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