ESAIM: Control, Optimisation and Calculus of Variations (ESAIM: COCV)

A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems

Son L. Nguyen, Dung T. Nguyen and George Yin

ESAIM: COCV, 26 (2020) 69

Published online: 21 September 2020

DOI: 10.1051/cocv/2019055

Son L. Nguyen

Dung T. Nguyen

George Yin

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