General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance (Q1035875): Difference between revisions
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Latest revision as of 14:13, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance |
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General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance (English)
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4 November 2009
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risk-sensitive optimal control
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general maximum principle
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partial information
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nonzero sum differential game
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portfolio choices
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