@article{COCV_2018__24_3_985_0, author = {Sun, Zhongyang and Kemajou-Brown, Isabelle and Menoukeu-Pamen, Olivier}, title = {A risk-sensitive maximum principle for a {Markov} regime-switching jump-diffusion system and applications}, journal = {ESAIM: Control, Optimisation and Calculus of Variations}, pages = {985--1013}, publisher = {EDP-Sciences}, volume = {24}, number = {3}, year = {2018}, doi = {10.1051/cocv/2017039}, mrnumber = {3877190}, zbl = {1405.93234}, language = {en}, url = {http://www.numdam.org/articles/10.1051/cocv/2017039/} }