Global maximum principle for partially observed risk-sensitive progressive optimal control of FBSDE with Poisson jumps

Stochastic Processes and their Applications 2026

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Authors: Jingtao Lin, jingtao Shi

DOI: 10.1016/j.spa.2026.104870

Cited by: 1

References: 46

Fields of Study & Subjects

Stochastic processes and financial applications Risk and Portfolio Optimization Stability and Control of Uncertain Systems

References 46