Game-theoretic approach to risk-sensitive benchmarked asset management (Q3119638)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Game-theoretic approach to risk-sensitive benchmarked asset management |
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Game-theoretic approach to risk-sensitive benchmarked asset management (English)
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12 March 2019
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risk-sensitive control
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zero sum stochastic differential game
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