The stochastic maximum principle for relaxed control problem with regime-switching (Q2107625)
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scientific article; zbMATH DE number 7626102
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stochastic maximum principle for relaxed control problem with regime-switching |
scientific article; zbMATH DE number 7626102 |
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The stochastic maximum principle for relaxed control problem with regime-switching (English)
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2 December 2022
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stochastic maximum principle
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Markov chains
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relaxed control
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