Maximum principle for optimal control problems of forward-backward regime-switching system and applications (Q360666): Difference between revisions
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Revision as of 19:10, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for optimal control problems of forward-backward regime-switching system and applications |
scientific article |
Statements
Maximum principle for optimal control problems of forward-backward regime-switching system and applications (English)
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27 August 2013
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maximum principle
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regime-switching system
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forward-backward stochastic differential equations
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Markov chains
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