Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862)
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scientific article; zbMATH DE number 7764261
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems |
scientific article; zbMATH DE number 7764261 |
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Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (English)
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13 November 2023
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backward stochastic differential equations
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mean-field type Markov regime-switching jump-diffusion systems
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risk-sensitive optimal control
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variational inequality
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