Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Sufficient stochastic maximum principle in a regime-switching diffusion
  model   We prove a sufficient stochastic maximum principle for the optimal control of
a regime-switching diffusion model. We show the connection to dynamic
programming and we apply the result to a quadratic loss minimization problem,
which can be used to solve a mean-variance portfolio selection problem.

4
The categories of this paper are: cond-mat
13
The categories of this paper are: quant-ph
19
The categories of this paper are: eess
8
The categories of this paper are: hep-ex
1
The categories of this paper are: cs
7
The categories of this paper are: hep-th
29
The categories of this paper are: funct-an
26
The categories of this paper are: bayes-an
35
The categories of this paper are: mtrl-th
30
The categories of this paper are: q-alg
28
The categories of this paper are: alg-geom
23
The categories of this paper are: solv-int
33
The categories of this paper are: plasm-ph
12
The categories of this paper are: nucl-th
27
The categories of this paper are: comp-gas
34
The categories of this paper are: chem-ph