Weak Necessary and Sufficient Stochastic Maximum Principle for Markovian Regime-Switching Diffusion Models
Crossref DOI link: https://doi.org/10.1007/s00245-014-9252-6
Published Online: 2014-05-07
Published Print: 2015-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Li, Yusong
Zheng, Harry
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