Optimal control of Markovian switching systems with applications to portfolio decisions under inflation (Q902339): Difference between revisions
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Revision as of 01:33, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of Markovian switching systems with applications to portfolio decisions under inflation |
scientific article |
Statements
Optimal control of Markovian switching systems with applications to portfolio decisions under inflation (English)
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15 January 2016
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Markov optimal control
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generalized Itô formula
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HJB equations
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optimal portfolio
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three fund theorem
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inflation
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