Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching (Q2800474)
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scientific article; zbMATH DE number 6569547
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| English | Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching |
scientific article; zbMATH DE number 6569547 |
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Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching (English)
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15 April 2016
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forward-backward stochastic system
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maximum principle
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regime switching
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Markov chain
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stochastic differential equation with delay
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anticipated backward stochastic differential equation
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0.9111855626106262
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0.8882558941841125
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0.8879602551460266
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0.8732683062553406
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