Mean-variance type controls involving a hidden Markov chain: models and numerical approximation (Q3465822)
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scientific article; zbMATH DE number 6534691
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| English | Mean-variance type controls involving a hidden Markov chain: models and numerical approximation |
scientific article; zbMATH DE number 6534691 |
Statements
Mean-variance type controls involving a hidden Markov chain: models and numerical approximation (English)
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22 January 2016
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mean-variance control
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numerical method
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Wonham filter
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0.8108419179916382
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0.7722699046134949
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0.7626993656158447
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0.7623328566551208
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0.7611576318740845
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