A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems (Q5126412)
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scientific article; zbMATH DE number 7262078
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems |
scientific article; zbMATH DE number 7262078 |
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A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems (English)
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16 October 2020
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maximum principle
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mean-field interaction
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switching diffusion
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