具有跳跃的马尔可夫机制转换正倒向随机控制系统的最大值原理及其与动态规划的关系

Maximum Principle for Markov Regime-Switching Forward–Backward Stochastic Control System with Jumps and Relation to Dynamic Programming

• Zhongyang Sun
• Junyi Guo 通讯
• Xin Zhang