Pages that link to "Item:Q2066958"
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The following pages link to Switching problems with controlled randomisation and associated obliquely reflected BSDEs (Q2066958):
Displaying 12 items.
- Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time (Q388138) (← links)
- Switching problem and related system of reflected backward SDEs (Q963029) (← links)
- Quadratic mean-field reflected BSDEs (Q2096186) (← links)
- Reflected BSDEs in non-convex domains (Q2159261) (← links)
- Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600) (← links)
- Controlled Switching Diffusions Under Ambiguity: The Average Criterion (Q5072229) (← links)
- BSDE representations for optimal switching problems with controlled volatility (Q5170133) (← links)
- Systems of BSDES with oblique reflection and related optimal switching problems (Q5228832) (← links)
- Infinite horizon multi-dimensional BSDE with oblique reflection and switching problem (Q6090797) (← links)
- Multi-dimensional BSDEs with mean reflection (Q6137382) (← links)
- Deep signature algorithm for multidimensional path-dependent options (Q6496949) (← links)
- Diagonally quadratic BSDE with oblique reflection and optimal switching (Q6615472) (← links)