Mixed generalized Dynkin game and stochastic control in a Markovian framework (Q2974871)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixed generalized Dynkin game and stochastic control in a Markovian framework |
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Mixed generalized Dynkin game and stochastic control in a Markovian framework (English)
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11 April 2017
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generalized Dynkin games
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doubly reflected backward stochastic differential equations
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Markovian stochastic control
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mixed stochastic control
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nonlinear expectation
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dynamic programming principles
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Hamilton-Jacobi-Bellman variational inequalities
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viscosity solution
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