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Inverse optimal control of regime-switching jump diffusions.

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Bibliographic Details
Title: Inverse optimal control of regime-switching jump diffusions.
Authors: Yin, Wensheng1 (AUTHOR) WenShengYin@126.com, Cao, Jinde1,2 (AUTHOR) jdcao@seu.edu.cn, Ren, Yong3 (AUTHOR) renyong@126.com
Source: Mathematical Control & Related Fields. Sep2022, Vol. 12 Issue 3, p567-579. 13p.
Database: Mathematics Source
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ISSN:21568472
DOI:10.3934/mcrf.2021034