@article{hu:hal-02938705,
TITLE = {Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes},
AUTHOR = {Hu, Ying and Liang, Gechun and Tang, Shanjian},
URL = {https://hal.science/hal-02938705},
JOURNAL = {SIAM Journal on Control and Optimization},
PUBLISHER = {Society for Industrial and Applied Mathematics},
VOLUME = {58},
NUMBER = {4},
PAGES = {2503-2534},
YEAR = {2020},
MONTH = Jan, DOI = {10.1137/18M1234783},
KEYWORDS = {infinite horizon BSDE system ; ergodic BSDE system ; multidimensional comparison theorem ; regime switching ; forward performance processes ; large time behavior of PDE systems},
HAL_ID = {hal-02938705},
HAL_VERSION = {v1},
}