Sufficient stochastic maximum principle in a regime-switching diffusion model (Q649123)
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scientific article; zbMATH DE number 5982668
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| English | Sufficient stochastic maximum principle in a regime-switching diffusion model |
scientific article; zbMATH DE number 5982668 |
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Sufficient stochastic maximum principle in a regime-switching diffusion model (English)
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30 November 2011
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sufficient maximum principle
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regime-switching
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optimal control
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mean-variance portfolio selection
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0.8857312202453613
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0.8788084983825684
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0.8706048130989075
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0.8649761080741882
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