Backward Stochastic Differential Equations with Conditional Reflection and Related Recursive Optimal Control Problems

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Publication Details

Journal
SIAM Journal on Control and Optimization
Published
2024-09-10
DOI
https://doi.org/10.1137/22m1534985
Citations
1
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
0.54

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article

Backward Stochastic Differential Equations with Conditional Reflection and Related Recursive Optimal Control Problems

Ying Hu, Jianhui Huang, Wenqiang Li
1 citations
SIAM Journal on Control and Optimization
Stochastic processes and financial applications
0.54
article

Backward Stochastic Differential Equations with Conditional Reflection and Related Recursive Optimal Control Problems

Ying Hu, Jianhui Huang, Wenqiang Li
article en
1 citations

Abstract

No abstract available for this paper.
SIAM Journal on Control and OptimizationVol. 62(5)
Hong Kong Polytechnic University (HK), Weihai Science and Technology Bureau (CN), Institut de recherche mathématique de Rennes (FR)
National Science Foundation, Yantai University, Agence Nationale de la Recherche, National Natural Science Foundation of China, Hong Kong Polytechnic University
Openalex Percentile: Top 31%
Stochastic processes and financial applications
0.54
DOIOpen Access PDFOpenAlex
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