A General Stochastic Maximum Principle for Mean-Field Controls with Regime Switching

Document Details

Document Type: Pub Defense Publication
Publication Date: Jan 25, 2021
Source ID: 10.1007/s00245-021-09747-x

Entities

People

Dung Tien Nguyen
Gang George Yin
Son Luu Nguyen

Organizations

Air Force Office of Scientific Research
University of Puerto Rico