No label defined (Q5436596)
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scientific article; zbMATH DE number 5227617
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| English | No label defined |
scientific article; zbMATH DE number 5227617 |
Statements
17 January 2008
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robust control
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model uncertainty
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quadratic BSDE
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stochastic control
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relative entropy
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entropic penalty
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martingale optimality principle
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utility maximization
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multiple priors
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robust utility
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