ESAIM: Control, Optimisation and Calculus of Variations (ESAIM: COCV)

A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications

Zhongyang Sun, Isabelle Kemajou-Brown and Olivier Menoukeu-Pamen

ESAIM: COCV, 24 3 (2018) 985-1013

Published online: 07 June 2018

DOI: 10.1051/cocv/2017039

Zhongyang Sun

Isabelle Kemajou-Brown

Olivier Menoukeu-Pamen

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