Indefinite risk-sensitive control
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Publication:2681175
DOI10.1016/j.ejcon.2022.100741OpenAlexW4296576368MaRDI QIDQ2681175
Publication date: 7 February 2023
Published in: European Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejcon.2022.100741
Optimal stochastic control (93E20) Interest rates, asset pricing, etc. (stochastic models) (91G30) Portfolio theory (91G10)
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