Maximum principle for optimal control problems of forward-backward regime-switching system and applications (Q360666): Difference between revisions
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| Property / author: M. Dambrine / rank | |||
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| Property / Mathematics Subject Classification ID: 49K45 / rank | |||
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| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / zbMATH DE Number: 6202144 / rank | |||
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maximum principle | |||
| Property / zbMATH Keywords: maximum principle / rank | |||
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regime-switching system | |||
| Property / zbMATH Keywords: regime-switching system / rank | |||
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forward-backward stochastic differential equations | |||
| Property / zbMATH Keywords: forward-backward stochastic differential equations / rank | |||
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Markov chains | |||
| Property / zbMATH Keywords: Markov chains / rank | |||
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Revision as of 11:32, 28 June 2023
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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