A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching (Q5041366): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1051/cocv/2022054 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4293196395 / rank | |||
Normal rank | |||
Revision as of 00:16, 20 March 2024
scientific article; zbMATH DE number 7601271
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching |
scientific article; zbMATH DE number 7601271 |
Statements
A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching (English)
0 references
13 October 2022
0 references
maximum principle
0 references
Markov chain
0 references
regime-switching
0 references
spike variation
0 references
