The following pages link to (Q4719568):
Displayed 7 items.
- Downside risk minimization via a large deviations approach (Q417076) (← links)
- Variance-optimal martingale measures for diffusion processes with stochastic coefficients (Q1711096) (← links)
- H-J-B equations of optimal consumption-investment and verification theorems (Q2348617) (← links)
- Risk-sensitive asset management in a general diffusion factor model: risk-seeking case (Q2364352) (← links)
- Ergodic type Bellman equations of first order with quadratic Hamiltonian (Q2391247) (← links)
- On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control (Q2493181) (← links)
- Local Poisson equations associated with the Varadhan functional (Q2800212) (← links)