POLYNOMIAL UTILITY (Q6119777)

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scientific article; zbMATH DE number 7806898
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English
POLYNOMIAL UTILITY
scientific article; zbMATH DE number 7806898

    Statements

    title
    POLYNOMIAL UTILITY (English)
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    publication date
    20 February 2024
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    zbMATH Keywords
    dynamic programming
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    optimal asset allocation
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    expected utility theory
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    polynomial expansions
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91B16
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    49L20
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    41A58
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    zbMATH DE Number
    7806898
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    OpenAlex ID
    W4389204356
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