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1 Ergebnisse
1
BSDE representation and randomized dynamic programming prin..:
Bandini E
;
Confortola F
;
Cosso A
info:eu-repo/semantics/altIdentifier/wos/WOS:000486084500001. , 2019
Link:
http://hdl.handle.net/11311/1125325
RT Journal T1 <Title>BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions</Title> UL https://suche.suub.uni-bremen.de/peid=base-ftpolimilanoiris:oai:re.public.polimi.it:11311_1125325&Exemplar=1&LAN=DE A1 Bandini E A1 Confortola F A1 Cosso A YR 2019 K1 Backward stochastic differential equation K1 Infinite-dimensional path-dependent controlled SDE K1 Randomization method K1 Viscosity solutions JF info:eu-repo/semantics/altIdentifier/wos/WOS:000486084500001 LK http://hdl.handle.net/11311/1125325 DO http://hdl.handle.net/11311/1125325 SF ELIB - SuUB Bremen
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