@article{hu:hal-03850449,
TITLE = {Backward stochastic differential equations with conditional reflection and related recursive optimal control problems},
AUTHOR = {Hu, Ying and Huang, Jianhui and Li, Wenqiang},
URL = {https://hal.science/hal-03850449},
JOURNAL = {SIAM Journal on Control and Optimization},
PUBLISHER = {Society for Industrial and Applied Mathematics},
VOLUME = {62},
NUMBER = {5},
PAGES = {2557-2589},
YEAR = {2024},
DOI = {10.1137/22M1534985},
KEYWORDS = {Conditionally reflected BSDE ; partial information ; optimal stopping ; backward recursive reflected control problems ; weak-formulation equivalence ; zero-sum stochastic differential games},
PDF = {https://hal.science/hal-03850449v1/file/Conditional_RBSDE-20221109.pdf},
HAL_ID = {hal-03850449},
HAL_VERSION = {v1},
}
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