Pages that link to "Item:Q2912029"
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The following pages link to Markovian regime-switching market completion using additional Markov jump assets (Q2912029):
Displayed 4 items.
- Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system (Q2086924) (← links)
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system (Q3383275) (← links)
- A note on chaotic and predictable representations for Itô–Markov additive processes (Q4685693) (← links)
- Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach (Q6107682) (← links)
