Pages that link to "Item:Q3538147"
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The following pages link to Stochastic Maximum Principle for a Kind of Risk-sensitive Optimal Control Problem and Application to Portfolio Choice (Q3538147):
Displaying 5 items.
- Maximum principle for partially observed risk-sensitive optimal control problems of mean-field type (Q508368) (← links)
- Representation of the bilinear system output by multiple stochastic integrals (Q612072) (← links)
- Long term optimal investment with regime switching: inflation, information and short sales (Q2151682) (← links)
- The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
- Maximum Principle for Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance (Q3145061) (← links)