Optimal Control of Uncertain Stochastic Systems with Markovian Switching and Its Applications to Portfolio Decisions (Q2790365): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 16:40, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Control of Uncertain Stochastic Systems with Markovian Switching and Its Applications to Portfolio Decisions |
scientific article |
Statements
Optimal Control of Uncertain Stochastic Systems with Markovian Switching and Its Applications to Portfolio Decisions (English)
0 references
4 March 2016
0 references
generalized Itô-Liu formula
0 references
HJB equations
0 references
Markovian switching
0 references
optimal consumption and portfolio
0 references
optimal control of uncertain stochastic systems
0 references
uncertain random variables
0 references
