A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching
ESAIM: COCV, 28 (2022) 61
Published online: 2022-09-14
Articles citing this article
The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).
Cited article:
This article has been cited by the following article(s):
A general maximum principle for partially observed stochastic control problems with singular controls
Hongyu Shi and Zhen WuMathematical Control and Related Fields 17 320 (2026)
https://doi.org/10.3934/mcrf.2025040
Infinite Horizon Linear-Quadratic Leader-Follower Stochastic Differential Games for Regime Switching Diffusions
Kai Ding, Siyu Lv, Jie Xiong and Xin ZhangApplied Mathematics & Optimization 92 (2) (2025)
https://doi.org/10.1007/s00245-025-10305-y
Second‐order necessary optimality conditions for discrete‐time stochastic systems
Teng Song and Yong YaoOptimal Control Applications and Methods 45 (2) 795 (2024)
https://doi.org/10.1002/oca.3073
A general maximum principle for progressive optimal control of partially observed mean-field stochastic system with Markov chain
Tian Chen and Yunxiao JiaESAIM: Control, Optimisation and Calculus of Variations 29 58 (2023)
https://doi.org/10.1051/cocv/2023050
Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls
Zhen Wu and Yan ZhangJournal of Mathematical Analysis and Applications 127720 (2023)
https://doi.org/10.1016/j.jmaa.2023.127720