A stochastic portfolio optimization model with complete memory (Q5355186): Difference between revisions
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Revision as of 19:57, 5 March 2024
scientific article; zbMATH DE number 6770320
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic portfolio optimization model with complete memory |
scientific article; zbMATH DE number 6770320 |
Statements
A stochastic portfolio optimization model with complete memory (English)
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6 September 2017
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portfolio optimization
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Hamilton-Jacobi-Bellman equation
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dynamic programming
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stochastic delay equation
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