Maximum principle for optimal control problems of forward-backward regime-switching system and applications (Q360666)
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scientific article; zbMATH DE number 6202144
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| English | Maximum principle for optimal control problems of forward-backward regime-switching system and applications |
scientific article; zbMATH DE number 6202144 |
Statements
Maximum principle for optimal control problems of forward-backward regime-switching system and applications (English)
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27 August 2013
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maximum principle
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regime-switching system
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forward-backward stochastic differential equations
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Markov chains
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0.9269231557846068
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0.9222413897514344
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0.9004347920417786
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0.8976762294769287
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