A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching (Q5041366)
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scientific article; zbMATH DE number 7601271
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching |
scientific article; zbMATH DE number 7601271 |
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A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching (English)
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13 October 2022
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maximum principle
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Markov chain
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regime-switching
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spike variation
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