The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system

Sun, Zhongyang and Menoukeu-Pamen, Olivier (2018) The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system. Stochastic Analysis and Applications, 36 (5). pp. 782-811.

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Official URL: http://dx.doi.org/10.1080/07362994.2018.1465824

Item Type:	Article
Depositing User:	Symplectic Admin
Date Deposited:	10 Sep 2018 10:26
Last Modified:	19 Jan 2023 01:24
DOI:	10.1080/07362994.2018.1465824
Related URLs:	Publisher
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3025992