Pages that link to "Item:Q1666836"

The following pages link to Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls (Q1666836):

Displaying 7 items.

• Stochastic linear quadratic control problem of switching systems with constraints (Q265681) (← links)
• Maximum principle for optimal control problems of forward-backward regime-switching system and applications (Q360666) (← links)
• Simultaneous impulse and continuous control of a Markov chain in continuous time (Q827937) (← links)
• Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming (Q1743531) (← links)
• Long term optimal investment with regime switching: inflation, information and short sales (Q2151682) (← links)
• Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (Q2400449) (← links)
• Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls (Q6063656) (← links)