Weak necessary and sufficient stochastic maximum principle for Markovian regime-switching diffusion models (Q2340989)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak necessary and sufficient stochastic maximum principle for Markovian regime-switching diffusion models |
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Weak necessary and sufficient stochastic maximum principle for Markovian regime-switching diffusion models (English)
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21 April 2015
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regime switching stochastic optimal control
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weak stochastic maximum principle
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necessary and sufficient conditions
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Clarke's generalized gradient
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Clarke's normal cone
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measurable selection
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