An Infinite Horizon Sufficient Stochastic Maximum Principle for Regime-Switching Diffusions and Applications

Published in Journal of Optimization Theory and Applications, 2026

Recommended citation: Kai Ding, Xun Li, Siyu Lv, & Xin Zhang (2026). "An Infinite Horizon Sufficient Stochastic Maximum Principle for Regime-Switching Diffusions and Applications." Journal of Optimization Theory and Applications, 209(3), Article 69.
Download Paper