Topics in ergodic control and backward stochastic differential equations

<p>The core of this thesis focuses on a number of different aspects of ergodic stochastic control in connection with backward stochastic differential equations (BSDEs for short). Chapter 1 serves as an introduction to the problem formulation in various contexts and states a number of result...

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Bibliographic Details
Main Author: Fedyashov, V
Other Authors: Cohen, S
Format: Thesis
Published: 2016