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...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Published: |
2016
|