A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems (Q5126412): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1036924 |
||
| Property / author | |||
| Property / author: Dung Tien Nguyen / rank | |||
Revision as of 22:03, 21 February 2024
scientific article; zbMATH DE number 7262078
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems |
scientific article; zbMATH DE number 7262078 |
Statements
A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems (English)
0 references
16 October 2020
0 references
maximum principle
0 references
mean-field interaction
0 references
switching diffusion
0 references
