English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

Throughout this paper, we focused our aim on the problem of optimal controlunder a risk-sensitive performance functional, where the system is given by afully coupled forward-backward stochastic differential equation with jump. Therisk neutral control system has been used as preliminary step, where theadmissible controls are convex, and the optimal solution exists. The necessaryas well as sufficient optimality conditions for risk-sensitive performance areproved. At the end of this work, we illustrate our main result by giving anexample of mean-variance for risk sensitive control problem applied in cashflow market.

Risk-sensitive Necessary and Sufficient Optimality Conditions and  Financial Applications: Fully Coupled Forward-Backward Stochastic  Differential Equations with Jump diffusion