A new Mertens decomposition of \(\mathscr{Y}^{g , \xi} \)-submartingale systems. Application to BSDEs with weak constraints at stopping times (Q6072905)
From MaRDI portal
scientific article; zbMATH DE number 7738471
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
15 September 2023
0 references
Mertens decomposition
0 references
BSDEs with weak constraints at stopping times
0 references
optimal control
0 references
optimal stopping
0 references
stochastic game
0 references
stochastic target
0 references
0 references
0 references
