Constrained Dynamic Optimality and Binomial Terminal Wealth (Q4634645): Difference between revisions

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Latest revision as of 14:21, 14 September 2024

scientific article; zbMATH DE number 6858094
Language Label Description Also known as
English
Constrained Dynamic Optimality and Binomial Terminal Wealth
scientific article; zbMATH DE number 6858094

    Statements

    Constrained Dynamic Optimality and Binomial Terminal Wealth (English)
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    11 April 2018
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    constrained nonlinear optimal control
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    dynamic optimality
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    static optimality
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    mean-variance analysis
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    martingale
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    Lagrange multiplier
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    geometric Brownian motion
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    Markov process
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