BSDE representations for optimal switching problems with controlled volatility (Q5170133)
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scientific article; zbMATH DE number 6318398
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDE representations for optimal switching problems with controlled volatility |
scientific article; zbMATH DE number 6318398 |
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BSDE representations for optimal switching problems with controlled volatility (English)
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18 July 2014
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stochastic control
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switching problems
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reflected BSDE
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