A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications (Q2407985): Difference between revisions

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Property / author: Olivier Menoukeu Pamen / rank
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Property / author: Olivier Menoukeu Pamen / rank
 
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Latest revision as of 12:06, 14 July 2024

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A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications
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    A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications (English)
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    9 October 2017
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    forward-backward stochastic differential equations
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    Markov regime-switching
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    stochastic differential games
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    optimal investment
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    stochastic maximum principle
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