No label defined (Q2772020)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | No label defined |
scientific article |
Statements
18 February 2002
0 references
backward stochastic differential equation
0 references
infinite horizon
0 references
reflected barriers
0 references
stochastic optimal control
0 references
stochastic differential game
0 references