A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications (Q2407985): Difference between revisions
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Latest revision as of 10:52, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications |
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A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications (English)
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9 October 2017
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forward-backward stochastic differential equations
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Markov regime-switching
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stochastic differential games
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optimal investment
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stochastic maximum principle
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