Pages that link to "Item:Q2274268"
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The following pages link to Ergodic BSDE with unbounded and multiplicative underlying diffusion and application to large time behaviour of viscosity solution of HJB equation (Q2274268):
Displaying 7 items.
- Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach (Q271868) (← links)
- Infinite horizon BSDEs under consistent nonlinear expectations (Q2071438) (← links)
- A probabilistic approach to large time behavior of mild solutions of HJB equations in infinite dimension (Q2810064) (← links)
- Ergodic BSDEs with Multiplicative and Degenerate Noise (Q3300841) (← links)
- Coupling by reflection for controlled diffusion processes: turnpike property and large time behavior of Hamilton-Jacobi-Bellman equations (Q6138919) (← links)
- Deep learning scheme for forward utilities using ergodic BSDEs (Q6586869) (← links)
- Efficient drift parameter estimation for ergodic solutions of backward SDEs (Q6608189) (← links)