Risk-sensitive optimal investment policy (Q4282821): Difference between revisions

@@ Property / author @@
-Mario Lefebvre
@@ Property / author: Mario Lefebvre / rank @@
-Normal rank
@@ Property / author @@
+Mario Lefebvre
@@ Property / author: Mario Lefebvre / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/00207729408928952
+Normal rank
@@ Property / OpenAlex ID @@
+W2083507693
@@ Property / OpenAlex ID: W2083507693 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic programming and stochastic control
@@ Property / cites work: Dynamic programming and stochastic control / rank @@
+Normal rank
@@ Property / cites work @@
+The risk-sensitive homing problem
@@ Property / cites work: The risk-sensitive homing problem / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal investment policy
@@ Property / cites work: Optimal investment policy / rank @@
+Normal rank
@@ Property / cites work @@
+A nonlinear economic control problem with a linear feedback solution
+Normal rank
@@ Property / cites work @@
+Q3993079
@@ Property / cites work: Q3993079 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3221798
@@ Property / cites work: Q3221798 / rank @@
+Normal rank