Reflected BSDEs, optimal control and stopping for infinite-dimensional systems

Author: Fuhrman Marco   Masiero Federica   Tessitore Gianmario  

Publisher: Edp Sciences

E-ISSN: 1262-3377|23|4|1419-1445

ISSN: 1292-8119

Source: ESAIM: Control, Optimisation and Calculus of Variations, Vol.23, Iss.4, 2017-10, pp. : 1419-1445

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Abstract