Topics in ergodic control and backward stochastic differential equations
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 results we will be...
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University of Oxford
2016
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730262 |