A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems

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Publication:5126412

DOI10.1051/cocv/2019055zbMath1460.60082OpenAlexW2971948584MaRDI QIDQ5126412

Son Luu Nguyen, George Yin, Dung Tien Nguyen

Publication date: 16 October 2020

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/cocv/2019055




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