Backward stochastic differential equations with conditional reflection and related recursive optimal control problems (Q6608782)
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scientific article; zbMATH DE number 7916662
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equations with conditional reflection and related recursive optimal control problems |
scientific article; zbMATH DE number 7916662 |
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Backward stochastic differential equations with conditional reflection and related recursive optimal control problems (English)
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20 September 2024
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conditionally reflected BSDE
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partial information
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optimal stopping
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backward recursive reflected control problems
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weak-formulation equivalence
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zero-sum stochastic differential games
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