Pages that link to "Item:Q4990918"

The following pages link to TIME-INCONSISTENT MARKOVIAN CONTROL PROBLEMS UNDER MODEL UNCERTAINTY WITH APPLICATION TO THE MEAN-VARIANCE PORTFOLIO SELECTION (Q4990918):

Displayed 2 items.

• Data-driven nonparametric robust control under dependence uncertainty (Q6105378) ‎ (← links)
• Discrete‐time risk sensitive portfolio optimization with proportional transaction costs (Q6146693) ‎ (← links)