Optimal Control of Favorable Games with Expected Loss Constraint (Q3427777): Difference between revisions
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Revision as of 11:12, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Control of Favorable Games with Expected Loss Constraint |
scientific article |
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Optimal Control of Favorable Games with Expected Loss Constraint (English)
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27 March 2007
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stochastic control
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constraint portfolio optimization
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gambling theory
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favorable games
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inequalities for stochastic processes
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gain-loss ratio
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