"Maximum Principle for Markov Regime-Switching Forward-Backward Stochastic ..."

Zhongyang Sun, Junyi Guo, Xin Zhang (2018)

> Home

Details and statistics

DOI: 10.1007/S10957-017-1068-5

access: closed

type: Journal Article

metadata version: 2022-10-04

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/jota/SunGZ18
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jota/SunGZ18
Zhongyang Sun, Junyi Guo, Xin Zhang:
Maximum Principle for Markov Regime-Switching Forward-Backward Stochastic Control System with Jumps and Relation to Dynamic Programming. J. Optim. Theory Appl. 176(2): 319-350 (2018)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.