The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system
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Publication:4622808
DOI10.1080/07362994.2018.1465824zbMath1407.93434OpenAlexW2804575532MaRDI QIDQ4622808
Olivier Menoukeu Pamen, Zhongyang Sun
Publication date: 18 February 2019
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2018.1465824
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