Pages that link to "Item:Q5041366"
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The following pages link to A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching (Q5041366):
Displaying 3 items.
- Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls (Q6063656) (← links)
- Second‐order necessary optimality conditions for discrete‐time stochastic systems (Q6125674) (← links)
- A general maximum principle for progressive optimal control of partially observed mean-field stochastic system with Markov chain (Q6138488) (← links)