Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming
type: Item
instance of: scholarly article
title: Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming
zbMATH Open document ID: 1408.91243
author: Zhongyang Sun
author: Xin Zhang
author: Junyi Guo
published in: Journal of Optimization Theory and Applications
publication date: 2018-04-13T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 90C39
Mathematics Subject Classification ID: 60J28
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 60H15
zbMATH DE Number: 6859630
zbMATH Keywords: stochastic maximum principle
zbMATH Keywords: regime-switching
zbMATH Keywords: forward-backward stochastic differential equations
zbMATH Keywords: dynamic programming
zbMATH Keywords: recursive utility optimization
MaRDI profile type: Publication
full work available at URL: s10957-017-1068-5
OpenAlex ID: W2586928944
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DOI: 10.1007/S10957-017-1068-5
description: scientific article; zbMATH DE number 6859630