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Time-inconsistent optimal control problems with regime-switching
Addendum to "A sparse Markov chain approximation of LQ-type stochastic control problems"
| 1. | School of Mathematics, University of Edinburgh, Edinburgh EH9 3JZ, Scotland, UK |
| 2. | Institut für Mathematik, Brandenburgische Technische Universität Cottbus-Senftenberg, Platz der Deutschen Einheit 1,03046 Cottbus, Germany |
References:
| [1] |
R. Banisch and C. Hartmann,
A sparse Markov chain approximation of LQ-type stochastic control problems, Math. Control Relat. Fields, 6 (2016), 363-389.
doi: 10.3934/mcrf.2016007. |
show all references
References:
| [1] |
R. Banisch and C. Hartmann,
A sparse Markov chain approximation of LQ-type stochastic control problems, Math. Control Relat. Fields, 6 (2016), 363-389.
doi: 10.3934/mcrf.2016007. |
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