Risk-Sensitive Control and an Optimal Investment Model (Q2707143)
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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)
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29 March 2001
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Riccati equation
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optimal investment model
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securities
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risk-sensitive control
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dynamic programming equation
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