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scientific article; zbMATH DE number 7694647
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scientific article; zbMATH DE number 7694647

    Statements

    author
    Q6097285
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    Sohrab Effati
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    Fard Omid Solaymani
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    publication date
    12 June 2023
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    zbMATH Keywords
    stochastic
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    quadratic
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    optimal
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    control
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    Riccati equation
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    approximation
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    financial market
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    Identifiers

    zbMATH DE Number
    7694647
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