A maximum principle for Markov regime-switching forward–backward stochastic differential games and applications

Menoukeu-Pamen, Olivier and Momeya, Romuald Hervé (2017) A maximum principle for Markov regime-switching forward–backward stochastic differential games and applications. Mathematical Methods of Operations Research, 85 (3). pp. 349-388.

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Item Type:	Article
Additional Information:	## TULIP Type: Articles/Papers (Journal) ##
Depositing User:	Symplectic Admin
Date Deposited:	20 Jan 2017 08:25
Last Modified:	19 Jan 2023 07:20
DOI:	10.1007/s00186-017-0574-4
Related URLs:	Publisher
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3005297