Large deviation estimates for controlled semi-martingales (Q2800249): Difference between revisions

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Latest revision as of 18:22, 19 March 2024

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Large deviation estimates for controlled semi-martingales
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    Large deviation estimates for controlled semi-martingales (English)
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    15 April 2016
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    large deviation estimates
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    controlled semi-martingales
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    downside risk minimization
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    Hamilton-Jacobi-Bellman equations
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