4 problems

Existence and uniqueness conjecture. The BSDE admits a unique solution such that $Y^b$ is bounded and $\int_0^{\cdot}Z_s^{b}\,dW_s$ is a $\operatorname{BMO}(\mathbb{G})$-martingale…

Boundedness of the proxy approximation. There exists a constant $C>0$ such that, for a sufficiently fine state-space discretization,

Let $p_{01}$, $\rho$, $\kappa$, and $\beta$ be parameters satisfying … A discounted single-project problem is PCL-indexable when the conditions $\textup{(PCLI1)--(PCLI3)}$ hold on…

Generalized convex-growth existence and uniqueness conjecture. Under these assumptions, the system admits a unique solution $u\in\mathcal{A}_g^k$. This conjecture proposes extendin…