Maximin investment problems for discounted and total wealth (Q5452006)
From MaRDI portal
scientific article; zbMATH DE number 5254963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximin investment problems for discounted and total wealth |
scientific article; zbMATH DE number 5254963 |
Statements
Maximin investment problems for discounted and total wealth (English)
0 references
27 March 2008
0 references
optimal portfolio
0 references
stochastic control
0 references
minimax problems
0 references
robust performance criterion
0 references
