BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions (Q2274200)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions |
scientific article |
Statements
BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions (English)
0 references
19 September 2019
0 references
backward stochastic differential equations
0 references
infinite-dimensional path-dependent controlled SDEs
0 references
randomization method
0 references
viscosity solutions
0 references
0 references
0 references
0 references
0 references
0 references
0 references
