Maximum Principle for Markov Regime-Switching Forward–Backward Stochastic Control System with Jumps and Relation to Dynamic Programming
Crossref DOI link: https://doi.org/10.1007/s10957-017-1068-5
Published Online: 2017-02-06
Published Print: 2018-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Sun, Zhongyang
Guo, Junyi
Zhang, Xin
Funding for this research was provided by:
National Natural Science Foundation of China (11571189, 11371020)
License valid from 2017-02-06