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Common Fixed Point Theorems and Q-property for Quasi-contractive Mappings under c-distance on TVS-valued Cone Metric Spaces without the Normality
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作者 Piao Yong-jie 《Communications in Mathematical Research》 CSCD 2016年第3期229-240,共12页
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 stoc... 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. 展开更多
关键词 stochastic control stochastic maximum principle anticipated forward-backward stochastic pantograph equation variational approach regime switching markov chain
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