An Infinite Horizon Sufficient Stochastic Maximum Principle for Regime-Switching Diffusions and Applications

Kai Ding, Xun Li 0002, Siyu Lv, Xin Zhang 0012. An Infinite Horizon Sufficient Stochastic Maximum Principle for Regime-Switching Diffusions and Applications. J. Optimization Theory and Applications, 209(3):69, June 2026. [doi]

Abstract

Abstract is missing.