 | Up a level |
Number of items: 2.
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.
Sun, Zhongyang, Kemajou-Brown, Isabelle and Menoukeu-Pamen, Olivier
(2018)
A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications.
ESAIM: Control, Optimisation and Calculus of Variations, 24 (3).
pp. 985-1013.