UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL
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Publication:3012767
DOI10.1080/01969722.2010.511552zbMath1225.93121OpenAlexW2091403477MaRDI QIDQ3012767
Publication date: 6 July 2011
Published in: Cybernetics and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01969722.2010.511552
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)
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