Zhongyang Sun, Junyi Guo, Xin Zhang. Maximum Principle for Markov Regime-Switching Forward-Backward Stochastic Control System with Jumps and Relation to Dynamic Programming. J. Optimization Theory and Applications, 176(2):319-350, 2018. [doi]
@article{SunGZ18,
title = {Maximum Principle for Markov Regime-Switching Forward-Backward Stochastic Control System with Jumps and Relation to Dynamic Programming},
author = {Zhongyang Sun and Junyi Guo and Xin Zhang},
year = {2018},
doi = {10.1007/s10957-017-1068-5},
url = {https://doi.org/10.1007/s10957-017-1068-5},
researchr = {https://researchr.org/publication/SunGZ18},
cites = {0},
citedby = {0},
journal = {J. Optimization Theory and Applications},
volume = {176},
number = {2},
pages = {319-350},
}