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20152024
most citedBackward stochastic differential equations with conditional reflection and related recursive optimal control problems

1 citations · 2 across the 7 of their papers we have counts for

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math.OC2023

Stochastic representation for solutions of a system of coupled HJB-Isaacs equations with integral-partial operators

Sheng Luo, Wenqiang Li, Xun Li +1

In this paper, we focus on the stochastic representation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs (HJB-Isaacs (HJBI), for short) equations which is in fact a system of…