Pages that link to "Item:Q2772020"
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The following pages link to Infinite horizon reflected backward stochastic differential equations and applications in mixed control and game problems (Q2772020):
Displaying 26 items.
- Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time (Q388138) (← links)
- Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← links)
- Reflected BSDEs and mixed game problem (Q1613587) (← links)
- Representation of asymptotic values for nonexpansive stochastic control systems (Q1713473) (← links)
- Backward stochastic \(H_2 / H_{\infty}\) control: infinite horizon case (Q1718342) (← links)
- Optimal switching under a hybrid diffusion model and applications to stock trading (Q1797135) (← links)
- Reflected BSDEs with random default time and related mixed optimal stopping-control problems (Q1945980) (← links)
- Stochastic representation under \(g\)-expectation and applications: the discrete time case (Q2084896) (← links)
- Stochastic recursive optimal control problem with obstacle constraint involving diffusion type control (Q2114262) (← links)
- The Dynkin game with regime switching and applications to pricing game options (Q2151666) (← links)
- Second order backward SDE with random terminal time (Q2201514) (← links)
- \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions (Q2274207) (← links)
- Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator (Q2498190) (← links)
- Infinite time interval RBSDEs with non-Lipschitz coefficients (Q2512588) (← links)
- Infinite horizon impulse control problem with continuous costs, numerical solutions (Q4584684) (← links)
- Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients (Q5076720) (← links)
- Infinite horizon impulse control problem with jumps and continuous switching costs (Q5084316) (← links)
- On perpetual American options in a multidimensional Black–Scholes model (Q5094573) (← links)
- Infinite horizon reflected backward stochastic differential equations with Markov chains (Q5160260) (← links)
- Dynkin Games with Poisson Random Intervention Times (Q5232251) (← links)
- Infinite horizon multi-dimensional BSDE with oblique reflection and switching problem (Q6090797) (← links)
- Reflected backward stochastic differential equations associated to jump Markov processes and application to partial differential equations (Q6111874) (← links)
- Reflected BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz coefficients (Q6540658) (← links)
- The mean field optimal switching problem: variational inequality approach (Q6588548) (← links)
- Stochastic optimal switching and systems of variational inequalities with interconnected obstacles (Q6657899) (← links)
- A note on reflected BSDEs in infinite horizon with stochastic Lipschitz coefficients (Q6668705) (← links)
