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A stochastic control problem with regime switching - MaRDI portal

A stochastic control problem with regime switching (Q3384592)

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A stochastic control problem with regime switching
scientific article

    Statements

    title
    A stochastic control problem with regime switching (English)
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    author
    Dragos-Patru Covei
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    Traian A. Pirvu
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    publication date
    15 December 2021
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    zbMATH Keywords
    stochastic control
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    HJB equation
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    generalized HJB equation
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    partial differential equations
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    elliptic systems
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    35J57
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    49L20
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    60J28
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    60J70
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    zbMATH DE Number
    7445738
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