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

Author： Sun Zhongyang Kemajou-Brown Isabelle Menoukeu-Pamen Olivier

E-ISSN： 1262-3377|24|3|985-1013

ISSN： 1292-8119

Source： ESAIM: Control, Optimisation and Calculus of Variations, Vol.24, Iss.3, 2018-10, pp. : 985-1013

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