Risk-Sensitive Control and an Optimal Investment Model (Q2707143)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-Sensitive Control and an Optimal Investment Model |
scientific article |
Statements
Risk-Sensitive Control and an Optimal Investment Model (English)
0 references
29 March 2001
0 references
Riccati equation
0 references
optimal investment model
0 references
securities
0 references
risk-sensitive control
0 references
dynamic programming equation
0 references
