Large deviation estimates for controlled semi-martingales (Q2800249): Difference between revisions
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Latest revision as of 18:22, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviation estimates for controlled semi-martingales |
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Large deviation estimates for controlled semi-martingales (English)
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15 April 2016
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large deviation estimates
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controlled semi-martingales
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downside risk minimization
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Hamilton-Jacobi-Bellman equations
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