A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching (Q5041366): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q114011424, #quickstatements; #temporary_batch_1707232231678 |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:06, 8 February 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
