Pages that link to "Item:Q500286"
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The following pages link to The two-step problem of investment portfolio selection from two risk assets via the probability criterion (Q500286):
Displayed 10 items.
- Reduction of the two-step problem of stochastic optimal control with bilinear model to the problem of mixed integer linear programming (Q517339) (← links)
- On the existence of optimal strategies in the control problem for a stochastic discrete time system with respect to the probability criterion (Q683460) (← links)
- Probabilistic criterion-based optimal retention of trajectories of a discrete-time stochastic system in a given tube: bilateral estimation of the Bellman function (Q828510) (← links)
- Bilateral estimation of the Bellman function in the problems of optimal stochastic control of discrete systems by the probabilistic performance criterion (Q1642030) (← links)
- Optimization of blockchain investment portfolio under artificial bee colony algorithm (Q2222141) (← links)
- Optimal control of a discrete-time stochastic system with a probabilistic criterion and a non-fixed terminal time (Q2229542) (← links)
- On the construction of positional control in a multistep portfolio optimization problem with probabilistic criterion (Q2229544) (← links)
- On optimal retention of the trajectory of discrete stochastic system in tube (Q2287156) (← links)
- Refined estimation of the Bellman function for stochastic optimal control problems with probabilistic performance criterion (Q2290396) (← links)
- Optimal dividend problems with a risk probability criterion (Q6053129) (← links)