Maximum principle for a Markovian regime switching system with partial information under model uncertainty

zbMatharXiv:2309.10454MaRDI QIDQ6513102

Jie Xiong, Tao Hao, Jiaqiang Wen

Publication date: 1 January 1

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

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