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Publication:3509355
zbMath1140.93049MaRDI QIDQ3509355
Wolfgang J. Runggaldier, Hideo Nagai
Publication date: 1 July 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
portfolio optimizationrisk-sensitive controlviscosity solutionshidden Markov factorsHJB-equationsstochastic control under partial information
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Financial applications of other theories (91G80) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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