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• W2951623218 abstract "In this work we provide explicit conditions on the existence of optimal feedback controls for stochastic processes with regime-switching. We use the compactification method which needs less regularity conditions on the coefficients of the studied stochastic systems. Two different kinds of controls have been considered: one is the control on the coefficients of the diffusion processes, another is the control on the transition rate matrices of the continuous-time Markov chains. Moreover, the dynamic programming principle is established after showing the continuity of the value function." @default.
• W2951623218 created "2019-06-27" @default.
• W2951623218 creator A5030329353 @default.
• W2951623218 date "2019-06-20" @default.
• W2951623218 modified "2023-09-26" @default.
• W2951623218 title "The existence of optimal feedback controls for stochastic dynamical systems with regime-switching" @default.
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• W2951623218 hasPublicationYear "2019" @default.
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