The maximum principle for stochastic control problem with Markov chain in progressive structure
DOI10.1016/j.sysconle.2022.105303zbMath1498.93773OpenAlexW4283817306WikidataQ114129612 ScholiaQ114129612MaRDI QIDQ2169795
Zhen Wu, Tian Chen, Yuanzhuo Song
Publication date: 30 August 2022
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2022.105303
Optimal stochastic control (93E20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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Cites Work
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