A stochastic control problem with regime switching (Q3384592)
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scientific article; zbMATH DE number 7445738
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A stochastic control problem with regime switching |
scientific article; zbMATH DE number 7445738 |
Statements
A stochastic control problem with regime switching (English)
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15 December 2021
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stochastic control
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HJB equation
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generalized HJB equation
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partial differential equations
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elliptic systems
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0.843410313129425
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0.8168683052062988
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0.8128435611724854
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0.8099597096443176
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