A risk-sensitive control dual approach to a large deviations control problem (Q2503513): Difference between revisions

@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-sensitive dynamic asset management
@@ Property / cites work: Risk-sensitive dynamic asset management / rank @@
+Normal rank
@@ Property / cites work @@
+Q4391441
@@ Property / cites work: Q4391441 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon
+Normal rank
@@ Property / cites work @@
+Risk-Sensitive Control of Finite State Machines on an Infinite Horizon I
+Normal rank
@@ Property / cites work @@
+Risk-Sensitive Control on an Infinite Time Horizon
+Normal rank
@@ Property / cites work @@
+Risk-Sensitive Control and an Optimal Investment Model
+Normal rank
@@ Property / cites work @@
+Quantile hedging
@@ Property / cites work: Quantile hedging / rank @@
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Control of Favorable Games with a Time Limit
+Normal rank
@@ Property / cites work @@
+Q3219515
@@ Property / cites work: Q3219515 / rank @@
+Normal rank
@@ Property / cites work @@
+Bellman Equations of Risk-Sensitive Control
@@ Property / cites work: Bellman Equations of Risk-Sensitive Control / rank @@
+Normal rank
@@ Property / cites work @@
+A large deviations approach to optimal long term investment
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0167-6911(03)00100-2
+Normal rank
@@ Property / OpenAlex ID @@
+W1964223327
@@ Property / OpenAlex ID: W1964223327 / rank @@
+Normal rank