UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL (Q3012767): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/01969722.2010.511552 / rank | |||
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Latest revision as of 05:49, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL |
scientific article |
Statements
UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL (English)
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6 July 2011
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equation of optimality
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optimal control
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portfolio selection
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principle of optimality
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uncertain process
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