Constrained BSDEs Driven by a Non-Quasi-Left-Continuous Random Measure and Optimal Control of PDMPs on Bounded Domains

Elena Bandini. Constrained BSDEs Driven by a Non-Quasi-Left-Continuous Random Measure and Optimal Control of PDMPs on Bounded Domains. SIAM J. Control and Optimization, 57(6):3767-3798, 2019. [doi]

Abstract

Abstract is missing.