{"id":"W3211012275","doi":"10.37193/cjm.2021.03.06","title":"A stochastic control problem with regime switching","year":2021,"lang":"en","type":"article","venue":"Carpathian Journal of Mathematics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Hamilton–Jacobi–Bellman equation; Control (management); Stochastic control; Optimal control; Mathematical optimization; Subgame perfect equilibrium; Connection (principal bundle); Computer science; Mathematics; Mathematical economics; Nash equilibrium; Artificial intelligence","routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002701063,0.0006910507,0.001370215,0.0006923886,0.0008149414,0.002359886,0.0009173716,0.003032322,0.004522099],"category_scores_gemma":[0.006007364,0.0004572919,0.001096446,0.0008047674,0.002695599,0.001892675,0.001728127,0.002312217,0.0002451193],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001899184,"about_ca_system_score_gemma":0.001592448,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003997427,"about_ca_topic_score_gemma":0.001663274,"domain_scores_codex":[0.9980136,0.0008526336,0.00008706704,0.0004539069,0.0002830245,0.0003097416],"domain_scores_gemma":[0.9962459,0.002773873,0.0004007358,0.0001377033,0.0001898611,0.0002518285],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00008310234,0.00009621946,0.0005725114,0.0001239848,0.00008123885,0.00037956,0.0001415342,0.2608523,0.001311525,0.7229594,0.002376691,0.01102198],"study_design_scores_gemma":[0.00006979071,0.00006245454,0.00033502,0.00002312077,0.0000193775,0.00006608175,0.00004484527,0.5734432,0.0002356675,0.4236335,0.002041676,0.00002533304],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.139967,0.00149984,0.8029064,0.009280591,0.000431382,0.0001661404,0.0003977175,0.0002025276,0.04514835],"genre_scores_gemma":[0.9660537,0.000729358,0.0200799,0.0004632071,0.0003924254,0.0001589546,0.0001397614,0.00003789124,0.01194479],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.004522099,"threshold_uncertainty_score":0.0151279,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.017467268866103,"score_gpt":0.2042759322724697,"score_spread":0.1868086634063666,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}