Asymptotic analysis for a downside risk minimization problem under partial information (Q1940242)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic analysis for a downside risk minimization problem under partial information |
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Asymptotic analysis for a downside risk minimization problem under partial information (English)
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6 March 2013
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large deviations
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risk-sensitive control
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degenerate ergodic HJB equation
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nonlinear filtering equation
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hidden Markov model
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