Pages that link to "Item:Q2372460"

The following pages link to A control approach to robust utility maximization with logarithmic utility and time-consistent penalties (Q2372460):

Displayed 4 items.

• Vector majorization and a robust option replacement trading strategy (Q931422) ‎ (← links)
• Robust optimal control for a consumption-investment problem (Q2482684) ‎ (← links)
• Risk minimizing portfolios and HJBI equations for stochastic differential games (Q3518568) ‎ (← links)
• Robust optimization of consumption with random endowment (Q3541204) ‎ (← links)