Dynamic programming for semi-Markov modulated SDEs
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- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
- scientific article; zbMATH DE number 3082151 (Why is no real title available?)
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Cited in
(7)- Dynamic programming for a Markov-switching jump-diffusion
- Dynamic programming for controlled Markov families: abstractly and over martingale measures
- Optimal control for uncertain random continuous-time systems
- An approach for regime-switching stochastic control problems with memory and terminal conditions
- Optimal consumption, investment and life-insurance purchase under a stochastically fluctuating economy
- A boundary control problem for stochastic 2D-Navier-Stokes equations
- A closed-form pricing formula for European options under a multi-factor nonlinear stochastic volatility model with regime-switching
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