Robust utility maximization for a diffusion market model with misspecified coefficients (Q354194): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust utility maximization for a diffusion market model with misspecified coefficients |
scientific article |
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Robust utility maximization for a diffusion market model with misspecified coefficients (English)
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18 July 2013
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maximin problem
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saddle point
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Hamilton-Jacobi-Bellman-Isaacs equation
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robust utility maximization
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generalized control
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