The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system (Q4622808): Difference between revisions
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Revision as of 23:02, 19 March 2024
scientific article; zbMATH DE number 7024346
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system |
scientific article; zbMATH DE number 7024346 |
Statements
The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system (English)
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18 February 2019
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partial information
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risk-sensitive control
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regime-switching
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jump-diffusion
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stochastic maximum principle
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