Pages that link to "Item:Q1809495"

The following pages link to Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management (Q1809495):

Displaying 30 items.

• Exact and approximate Nash equilibria in discounted Markov stopping games with terminal redemption (Q499190) (← links)
• Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection (Q666996) (← links)
• Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428) (← links)
• Multi-period optimization portfolio with bankruptcy control in stochastic market (Q876610) (← links)
• Mean-variance problems for finite horizon semi-Markov decision processes (Q887160) (← links)
• Portfolio selection in stochastic markets with exponential utility functions (Q1026576) (← links)
• Portfolio selection in stochastic markets with HARA utility functions (Q1037679) (← links)
• An alternative derivation of Birkhoff's formula for the contraction coefficient of a positive matrix. (Q1414717) (← links)
• A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains (Q1774216) (← links)
• Nash equilibria in a class of Markov stopping games with total reward criterion (Q2067263) (← links)
• Risk-averse autonomous systems: a brief history and recent developments from the perspective of optimal control (Q2082497) (← links)
• Process-based risk measures and risk-averse control of discrete-time systems (Q2118073) (← links)
• Time-inconsistent risk-sensitive equilibrium for countable-stated Markov decision processes (Q2232770) (← links)
• Local Poisson equations associated with discrete-time Markov control processes (Q2401506) (← links)
• Average optimality for risk-sensitive control with general state space (Q2455059) (← links)
• Portfolio optimization in stochastic markets (Q2500788) (← links)
• Ergodicity of hidden Markov models (Q2574183) (← links)
• Computational Methods for Risk-Averse Undiscounted Transient Markov Models (Q2875608) (← links)
• An optimal investment and consumption model with stochastic returns (Q3077453) (← links)
• Successive approximations in partially observable controlled Markov chains with risk-sensitive average criterion (Q3368567) (← links)
• (Q3604335) (← links)
• (Q4998920) (← links)
• “Controlled” Versions of the Collatz–Wielandt and Donsker–Varadhan Formulae (Q5012197) (← links)
• An optimal investment model with Markov-driven volatilities (Q5245919) (← links)
• Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion (Q5476137) (← links)
• A Variational Formula for Risk-Sensitive Reward (Q5737636) (← links)
• Ergodic risk-sensitive control of Markov processes on countable state space revisited (Q5864585) (← links)
• Portfolio management under drawdown constraint in discrete-time financial markets (Q5880989) (← links)
• A sensitivity formula for risk-sensitive cost and the actor-critic algorithm (Q5958425) (← links)
• Markov decision processes under risk sensitivity: a discount vanishing approach (Q6146387) (← links)