A General Stochastic Maximum Principle for a Markov Regime...

A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type

Zhang, Xin, Sun, Zhongyang, Xiong, Jie
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Volume:
56
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/17M112395X
Date:
January, 2018
File:
PDF, 448 KB
english, 2018
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