Stochastic control for BSDEs and ABSDEs with Markov chain noises (Q5130077)
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scientific article; zbMATH DE number 7269496
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic control for BSDEs and ABSDEs with Markov chain noises |
scientific article; zbMATH DE number 7269496 |
Statements
Stochastic control for BSDEs and ABSDEs with Markov chain noises (English)
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3 November 2020
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duality between SDEs and BSDEs
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Markov chain noise
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duality between SDDEs and anticipated BSDEs
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stochastic control
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