Stochastic Control of Optimized Certainty Equivalents (Q5097215)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic Control of Optimized Certainty Equivalents |
scientific article; zbMATH DE number 7574016
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Control of Optimized Certainty Equivalents |
scientific article; zbMATH DE number 7574016 |
Statements
Stochastic Control of Optimized Certainty Equivalents (English)
0 references
22 August 2022
0 references
risk measures
0 references
time-inconsistency
0 references
dynamic programming equation
0 references
comparison principle
0 references
viscosity solutions
0 references
singular Hamiltonian
0 references
0 references
0 references
0 references
0 references
