A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type
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Publication:3174750
DOI10.1137/17M112395XzbMath1391.93302MaRDI QIDQ3174750
Zhongyang Sun, Xin Zhang, Jie Xiong
Publication date: 18 July 2018
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
regime switchingstochastic maximum principlelinear quadratic control problemjump-diffusion mean-field BSDEmean-field type model
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