Uncertain optimal control with application to a portfolio selection model (Q3012767)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5917928
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Uncertain optimal control with application to a portfolio selection model |
scientific article; zbMATH DE number 5917928 |
Statements
UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL (English)
0 references
6 July 2011
0 references
equation of optimality
0 references
optimal control
0 references
portfolio selection
0 references
principle of optimality
0 references
uncertain process
0 references
0.8931612372398376
0 references
0.8712167739868164
0 references
0.8465237617492676
0 references
0.812104344367981
0 references
0.8090993762016296
0 references
