Dynamic Programming for Controlled Markov Families: Abstractly and over Martingale Measures (Q3192135): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2281763710 / rank | |||
Normal rank | |||
Revision as of 02:29, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Programming for Controlled Markov Families: Abstractly and over Martingale Measures |
scientific article |
Statements
Dynamic Programming for Controlled Markov Families: Abstractly and over Martingale Measures (English)
0 references
26 September 2014
0 references
dynamic programming
0 references
financial mathematics
0 references
lower hedging
0 references
Markov processes
0 references
optimal stochastic control
0 references
utility maximization
0 references
