Partial information maximum principle for optimal control problem with regime switching in the conditional mean-field model (Q6112111)
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scientific article; zbMATH DE number 7708896
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partial information maximum principle for optimal control problem with regime switching in the conditional mean-field model |
scientific article; zbMATH DE number 7708896 |
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Partial information maximum principle for optimal control problem with regime switching in the conditional mean-field model (English)
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7 July 2023
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stochastic maximum principle
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optimal control
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partial information
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Markov regime switching
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conditional mean field
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