The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system (Q4622808)
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scientific article; zbMATH DE number 7024346
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| English | The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system |
scientific article; zbMATH DE number 7024346 |
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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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0.96877384
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0.94747764
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0.9382815
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0.9318925
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0.92527544
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0.9247402
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0.9226875
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0.9224681
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