Optimal control problems with disorder (Q2289032): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Created claim: Wikidata QID (P12): Q127373560, #quickstatements; #temporary_batch_1722244795621 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q127373560 / rank | |||
Normal rank | |||
Revision as of 10:22, 29 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control problems with disorder |
scientific article |
Statements
Optimal control problems with disorder (English)
0 references
28 January 2020
0 references
processes with disorder
0 references
vector disorder
0 references
martingale
0 references
martingale measure
0 references
Wiener process
0 references
quantile hedging
0 references
