Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs

Release time:2026-01-20 Hits:

DOI number:10.1109/CISAT66811.2025.11181986

Affiliation of Author(s):计算机科学与技术学院/人工智能学院

Funded by:国务院其他部门

First Author:Liu, Qihan

Co-author:xiazhanguo,Liu, Sicheng,Ping, Huan,Li, Chunlei

Indexed by:会议论文

Volume:p520-530

Translation or Not:no

Date of Publication:2025-01-01