Mixed zero-sum stochastic differential game and doubly reflected BSDEs with a specific generator (Q6581704)
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scientific article; zbMATH DE number 7889784
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixed zero-sum stochastic differential game and doubly reflected BSDEs with a specific generator |
scientific article; zbMATH DE number 7889784 |
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Mixed zero-sum stochastic differential game and doubly reflected BSDEs with a specific generator (English)
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31 July 2024
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reflected backward stochastic differential equations
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mixed stochastic control
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control-stopping problem
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Hamilton-Jacobi-Bellman equation
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viscosity solution
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