A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems (Q5126412)

From MaRDI portal
Revision as of 22:21, 16 November 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 7262078
Language Label Description Also known as
English
A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems
scientific article; zbMATH DE number 7262078

    Statements

    A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems (English)
    0 references
    0 references
    0 references
    0 references
    16 October 2020
    0 references
    maximum principle
    0 references
    mean-field interaction
    0 references
    switching diffusion
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references