4 citations · 17 across the 15 of their papers we have counts for
Showing 2014 · math.OCShow all
2 papers · 2 filters
math.OC2014
Maximum Principles of Markov Regime-Switching Forward-Backward Stochastic Differential Equations with Jumps and Partial Information
Olivier Menoukeu Pamen
This paper presents three versions of maximum principle for a stochastic optimal control problem of Markov regime-switching forward-backward stochastic differential equations with…
math.OC2014
A Maximum Principle for Markov Regime-Switching Forward Backward Stochastic Differential Games and Applications
Olivier Menoukeu Pamen, Romual Herve Momeya
In this paper, we present an optimal control problem for stochastic differential games under Markov regime-switching forward-backward stochastic differential equations with jumps a…