Maximum Principle for Markov Regime-Switching Forward–Backward Stochastic Control System with Jumps and Relation to Dynamic Programming
2017 ◽
Vol 176
(2)
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pp. 319-350
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2016 ◽
Vol 296
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pp. 753-775
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2010 ◽
Vol 23
(2)
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pp. 219-231
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2015 ◽
Vol 59
(4)
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pp. 809-822
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2017 ◽
Vol 31
(4)
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pp. 859-874
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Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
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1994 ◽
Vol 1994
(0)
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pp. 15-22
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2016 ◽
Vol 6
(1)
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pp. 406-412
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