Risk-sensitive portfolio optimization problems for hidden Markov factors on infinite time horizon (Q3108574)
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 5994528
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Risk-sensitive portfolio optimization problems for hidden Markov factors on infinite time horizon |
scientific article; zbMATH DE number 5994528 |
Statements
4 January 2012
0 references
risk-sensitive control
0 references
hidden Markov models
0 references
Wonham filter
0 references
ergodic control
0 references
0.8450140953063965
0 references
0.8375207781791687
0 references
0.8372437357902527
0 references
0.8328136205673218
0 references
