A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type (Q3174750)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type |
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A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type (English)
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18 July 2018
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stochastic maximum principle
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regime switching
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mean-field type model
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jump-diffusion mean-field BSDE
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linear quadratic control problem
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