Robust control in a rough environment (Q5072907)
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scientific article; zbMATH DE number 7518200
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust control in a rough environment |
scientific article; zbMATH DE number 7518200 |
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Robust control in a rough environment (English)
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5 May 2022
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robust control
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rough volatility
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functional Itô calculus
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utility maximization
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Volterra Heston model
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detection-error probability
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0.9015606
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0.89900637
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0.8965517
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