Optimal control problems with disorder (Q2289032): Difference between revisions
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| Property / cites work: The Wiener disorder problem with finite horizon / rank | |||
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| Property / Wikidata QID: Q127373560 / rank | |||
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Latest revision as of 09:29, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control problems with disorder |
scientific article |
Statements
Optimal control problems with disorder (English)
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28 January 2020
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processes with disorder
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vector disorder
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martingale
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martingale measure
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Wiener process
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quantile hedging
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