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"A maximum principle for Markov regime-switching forward-backward ..."

Olivier Menoukeu Pamen, Romuald Hervé Momeya (2017)

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DOI: 10.1007/S00186-017-0574-4

access: open

type: Journal Article

metadata version: 2020-03-03

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Olivier Menoukeu Pamen, Romuald Hervé Momeya:
A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications. Math. Methods Oper. Res. 85(3): 349-388 (2017)

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