Existence and Uniqueness for Non-Markovian Triangular Quadratic BSDEs.

Joe Jackson Gordan Zitkovic

Published in: SIAM J. Control. Optim. (2022)

Keyphrases

stochastic differential equations
reinforcement learning
decision processes
objective function
sufficient conditions
computational complexity
pairwise
situation calculus
stochastic process
image processing
dynamical systems
noisy images
diffusion process
maximum a posteriori estimation