Stochastic recursive optimal control problem with obstacle constraint involving diffusion type control (Q2114262)
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scientific article; zbMATH DE number 7489596
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic recursive optimal control problem with obstacle constraint involving diffusion type control |
scientific article; zbMATH DE number 7489596 |
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Stochastic recursive optimal control problem with obstacle constraint involving diffusion type control (English)
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15 March 2022
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optimal control problem
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reflected backward stochastic differential equation
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diffusion type control
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recursive utility
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sufficient condition
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0.9296006
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0.91789013
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0.91637963
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0.91336757
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0.9127126
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0.90763056
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