scientific article; zbMATH DE number 6746241
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Publication:5276512
DOI10.13447/J.1674-5647.2016.03.04zbMath1374.93386MaRDI QIDQ5276512
Publication date: 14 July 2017
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic controlregime switchingvariational approachMarkov chainstochastic maximum principleanticipated forward-backward stochastic pantograph equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)
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