A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching
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Publication:5041366
DOI10.1051/cocv/2022054zbMath1503.93051OpenAlexW4293196395WikidataQ114011424 ScholiaQ114011424MaRDI QIDQ5041366
Publication date: 13 October 2022
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/cocv/2022054
Optimal stochastic control (93E20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
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