Stochastic Dynamic Optimization with Discounted Stochastic Dominance Constraints (Q3399255)
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scientific article; zbMATH DE number 5609473
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Stochastic Dynamic Optimization with Discounted Stochastic Dominance Constraints |
scientific article; zbMATH DE number 5609473 |
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Stochastic Dynamic Optimization with Discounted Stochastic Dominance Constraints (English)
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29 September 2009
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stochastic control
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stochastic programming
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stochastic orders
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risk
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utility
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maximum principle
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0.94939846
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0.9222529
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0.9222529
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0.91837823
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0.9150087
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0.91102564
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0.9091461
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