Stochastic Maximum Principle for a Kind of Risk-sensitive Optimal Control Problem and Application to Portfolio Choice (Q3538147): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 01:35, 5 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic Maximum Principle for a Kind of Risk-sensitive Optimal Control Problem and Application to Portfolio Choice |
scientific article |
Statements
Stochastic Maximum Principle for a Kind of Risk-sensitive Optimal Control Problem and Application to Portfolio Choice (English)
0 references
24 November 2008
0 references
stochastic maximum principle
0 references
risk-sensitive control
0 references
portfolio choice
0 references