@Article{CMR-32-217,
author = {Shao , Dianguo},
title = {Stochastic Maximum Principle for Optimal Control of Forward-Backward Stochastic Pantograph Systems with Regime Switching},
journal = {Communications in Mathematical Research },
year = {2021},
volume = {32},
number = {3},
pages = {217--228},
abstract = {<p style="text-align: justify;">In this paper, we derive the stochastic maximum principle for optimal
control problems of the forward-backward Markovian regime-switching system. The
control system is described by an anticipated forward-backward stochastic pantograph
equation and modulated by a continuous-time finite-state Markov chain. By virtue
of classical variational approach, duality method, and convex analysis, we obtain a
stochastic maximum principle for the optimal control.</p>},
issn = {2707-8523},
doi = {https://doi.org/10.13447/j.1674-5647.2016.03.04},
url = {http://global-sci.org/intro/article_detail/cmr/18893.html}
}