Q3509355 (Q3509355): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q417075
Import240304020342 (talk | contribs)
Set profile property.
 
(One intermediate revision by one other user not shown)
Property / author
 
Property / author: Hideo Nagai / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Latest revision as of 11:35, 5 March 2024

scientific article
Language Label Description Also known as
English
No label defined
scientific article

    Statements

    0 references
    1 July 2008
    0 references
    portfolio optimization
    0 references
    hidden Markov factors
    0 references
    stochastic control under partial information
    0 references
    risk-sensitive control
    0 references
    HJB-equations
    0 references
    viscosity solutions
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references