Pages that link to "Item:Q1666836"
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The following pages link to Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls (Q1666836):
Displayed 4 items.
- Stochastic linear quadratic control problem of switching systems with constraints (Q265681) (← links)
- Simultaneous impulse and continuous control of a Markov chain in continuous time (Q827937) (← links)
- Long term optimal investment with regime switching: inflation, information and short sales (Q2151682) (← links)
- Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls (Q6063656) (← links)