Pages that link to "Item:Q283999"
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The following pages link to Long run risk sensitive portfolio with general factors (Q283999):
Displayed 13 items.
- A discounted approach in communicating average Markov decision chains under risk-aversion (Q2025296) (← links)
- Long-run risk sensitive dyadic impulse control (Q2045108) (← links)
- Contractive approximations in risk-sensitive average semi-Markov decision chains on a finite state space (Q2073053) (← links)
- Invariant measures for multidimensional fractional stochastic volatility models (Q2093310) (← links)
- Discounted approximations in risk-sensitive average Markov cost chains with finite state space (Q2189473) (← links)
- Discounted approximations to the risk-sensitive average cost in finite Markov chains (Q2408779) (← links)
- The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion (Q4611400) (← links)
- Long-Run Risk-Sensitive Impulse Control (Q5130920) (← links)
- Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion (Q5214999) (← links)
- Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains (Q5219681) (← links)
- Contractive approximations in average Markov decision chains driven by a risk-seeking controller (Q6046975) (← links)
- Discrete‐time risk sensitive portfolio optimization with proportional transaction costs (Q6146693) (← links)
- Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller (Q6198981) (← links)