A risk-sensitive stochastic maximum principle for optimal control of jump diffusions and its applications
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Publication:655824
DOI10.1016/S0252-9602(11)60242-7zbMath1240.93365OpenAlexW2082585640MaRDI QIDQ655824
Publication date: 27 January 2012
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0252-9602(11)60242-7
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