✦ LIBER ✦

Stochastic optimal control and BSDEs with logarithmic growth

✍ Scribed by Khaled Bahlali; Brahim El Asri

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On a Class of Stochastic Optimal Control

✍ Fuhrman, Marco; Hu, Ying; Tessitore, Gianmario 📂 Article 📅 2006 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 206 KB

Generalized BSDE with 2-reflecting barri

✍ E.H. Essaky; M. Hassani 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 314 KB

Stochastic Equations with Delay: Optimal

✍ Fuhrman, Marco; Masiero, Federica; Tessitore, Gianmario 📂 Article 📅 2010 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 334 KB

Ergodic BSDEs and Optimal Ergodic Contro

✍ Fuhrman, Marco; Hu, Ying; Tessitore, Gianmario 📂 Article 📅 2009 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 307 KB

[Lecture Notes in Control and Informatio

✍ Fleming, Wendell H.; Gorostiza, Luis G. 📂 Article 📅 1982 🏛 Springer-Verlag 🌐 German ⚖ 356 KB

BSDEs driven by time-changed Lévy noises

✍ Di Nunno, Giulia; Sjursen, Steffen 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 329 KB