Sufficient Stochastic Maximum Principle for the Optimal Control of Semi-Markov Modulated Jump-Diffusion with Application to Financial Optimization

Author： Deshpande Amogh  

Publisher： Taylor & Francis Ltd

ISSN： 0736-2994

Source： Stochastic Analysis and Applications, Vol.32, Iss.6, 2014-11, pp. : 911-933

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