The stochastic maximum principle for relaxed control problem with regime-switching (Q2107625)

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scientific article; zbMATH DE number 7626102
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    The stochastic maximum principle for relaxed control problem with regime-switching
    scientific article; zbMATH DE number 7626102

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      The stochastic maximum principle for relaxed control problem with regime-switching (English)
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      2 December 2022
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      stochastic maximum principle
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      Markov chains
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      relaxed control
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