Undiscounted Markov Chain BSDEs to Stopping Times (Q5416555)
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scientific article; zbMATH DE number 6295056
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Undiscounted Markov Chain BSDEs to Stopping Times |
scientific article; zbMATH DE number 6295056 |
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Undiscounted Markov Chain BSDEs to Stopping Times (English)
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14 May 2014
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BSDE
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Markov chain
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uniform ergodicity
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risk averse control
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non-Ohmic circuit
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