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Reflected BSDEs with logarithmic growth and applications in mixed stochastic control problems - MaRDI portal

Reflected BSDEs with logarithmic growth and applications in mixed stochastic control problems (Q6104943)

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scientific article; zbMATH DE number 7701604
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Reflected BSDEs with logarithmic growth and applications in mixed stochastic control problems
scientific article; zbMATH DE number 7701604

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    Reflected BSDEs with logarithmic growth and applications in mixed stochastic control problems (English)
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    26 June 2023
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    reflected backward stochastic differential equations
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    stochastic control
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    stochastic differential games
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