Infinite horizon reflected backward stochastic differential equations and applications in mixed control and game problems (Q2772020)
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scientific article; zbMATH DE number 1706563
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite horizon reflected backward stochastic differential equations and applications in mixed control and game problems |
scientific article; zbMATH DE number 1706563 |
Statements
18 February 2002
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backward stochastic differential equation
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infinite horizon
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reflected barriers
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stochastic optimal control
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stochastic differential game
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Infinite horizon reflected backward stochastic differential equations and applications in mixed control and game problems (English)
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