We study the stochastic control-stopping problem when data are path-dependent and of polynomial growth. The approach is based on backward differential equations (BSDEs for short). turns into a specific reflected BSDE with Lipschitz coefficient which we show existence uniqueness solution. then establish its relationship value function problem. optimal strategy exhibited. Finally in Markovian fra...

In this paper we study homogenization of a class control problems in stationary and ergodic random environment. This problem has been mostly studied the calculus variations setting connection to Hamilton–Jacobi equation. We extend result with more general state dynamics macroscopically inhomogeneous Lagrangians. Moreover, our approach proves under weaker growth assumptions on Lagrangian, even w...