Ergodic BSDEs driven by Markov chains (Q2873870)
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scientific article; zbMATH DE number 6250882
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodic BSDEs driven by Markov chains |
scientific article; zbMATH DE number 6250882 |
Statements
27 January 2014
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ergodic backward stochastic differential equation
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Markov chain
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uniform ergodicity
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Nummelin splitting
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risk-averse control
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0.94044256
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0.9208611
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0.9200752
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0.9134774
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0.90369195
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0.90048504
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0.8971956
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0.8839698
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Ergodic BSDEs driven by Markov chains (English)
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