Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls
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Publication:6063656
DOI10.1016/j.jmaa.2023.127720zbMath1530.93553MaRDI QIDQ6063656
Publication date: 8 November 2023
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Portfolio theory (91G10) Impulsive control/observation systems (93C27)
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