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"The maximum principle for stochastic control problem with Markov chain in ..."

Tian Chen, Yuanzhuo Song, Zhen Wu (2022)

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DOI: 10.1016/J.SYSCONLE.2022.105303

access: closed

type: Journal Article

metadata version: 2023-09-30

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Tian Chen, Yuanzhuo Song, Zhen Wu:
The maximum principle for stochastic control problem with Markov chain in progressive structure. Syst. Control. Lett. 166: 105303 (2022)

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