General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance (Q1035875): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:42, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance |
scientific article |
Statements
General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance (English)
0 references
4 November 2009
0 references
risk-sensitive optimal control
0 references
general maximum principle
0 references
partial information
0 references
nonzero sum differential game
0 references
portfolio choices
0 references
