Maximum principle for optimal control problems of forward-backward regime-switching system and applications (Q360666): Difference between revisions

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Latest revision as of 18:50, 6 July 2024

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Maximum principle for optimal control problems of forward-backward regime-switching system and applications
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    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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