A risk-sensitive maximum principle for a Markov...

  • Main
  • 2018
  • A risk-sensitive maximum principle for a Markov...
ESAIM Control Optimisation and Calculus of Variations 2018

A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications

Sun, Zhongyang, Kemajou-Brown, Isabelle, Menoukeu-Pamen, Olivier
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Year:
2018
Language:
english
Journal:
ESAIM: Control, Optimisation and Calculus of Variations
DOI:
10.1051/cocv/2017039
File:
PDF, 515 KB
english, 2018
Conversion to is in progress
Conversion to is failed