Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes
Work
Year: 2021
Type: article
Authors O.L.V. Costa, François Dufour
Institutions Universidade de São Paulo, Centre de Recherche Inria Bordeaux - Sud-Ouest, Institut de Mathématiques de Bordeaux, Institut Polytechnique de Bordeaux
Cites: 21
Cited by: 1
Related to: 10
FWCI: 0.198
Citation percentile (by year/subfield): 46.57
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Funders Fundação de Amparo à Pesquisa do Estado de São Paulo, Fundação de Amparo à Pesquisa do Estado de São Paulo, Conselho Nacional de Desenvolvimento Científico e Tecnológico
Grant IDS 2014/50851-0, 2014/50279-4, 304149/2019-5