A risk-sensitive stochastic maximum principle for optimal control of jump diffusions and its applications (Q655824)
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scientific article; zbMATH DE number 6002296
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A risk-sensitive stochastic maximum principle for optimal control of jump diffusions and its applications |
scientific article; zbMATH DE number 6002296 |
Statements
A risk-sensitive stochastic maximum principle for optimal control of jump diffusions and its applications (English)
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27 January 2012
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risk-sensitive control
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jump diffusions
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maximum principle
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adjoint equation
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0.96125513
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0.96094126
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0.9558673
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0.95411897
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0.9480887
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0.94625527
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0.9433823
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