Maximum principle for optimal control problems of forward-backward regime-switching system and applications
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Publication:360666
DOI10.1016/j.sysconle.2012.06.006zbMath1271.49018OpenAlexW2009782783MaRDI QIDQ360666
Publication date: 27 August 2013
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0167691112001223
maximum principleMarkov chainsforward-backward stochastic differential equationsregime-switching system
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