Pages that link to "Item:Q4719390"
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The following pages link to Risk sensitive control of discrete time partially observed Markov Processes with Infinite Horizon (Q4719390):
Displaying 9 items.
- Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428) (← links)
- Portfolio selection in stochastic markets with exponential utility functions (Q1026576) (← links)
- Portfolio selection in stochastic markets with HARA utility functions (Q1037679) (← links)
- Markov perfect equilibria in OLG models with risk sensitive agents (Q2422565) (← links)
- Ergodicity of filtering process by vanishing discount approach (Q2474453) (← links)
- Portfolio optimization in stochastic markets (Q2500788) (← links)
- Local Poisson equations associated with the Varadhan functional (Q2800212) (← links)
- Long Run Control with Degenerate Observation (Q3119791) (← links)
- Risk-sensitivity vanishing limit for controlled Markov processes (Q6186677) (← links)
