scientific article; zbMATH DE number 4016546
From MaRDI portal
Publication:3028668
Recommendations
Cited in
(7)- How best to flip-flop if you must: Integer dynamic stochastic programming for either-or
- Theory of dynamic portfolio for survival under uncertainty
- The equivalence of dynamic and static asset allocations under the uncertainty caused by Poisson processes
- Optimization of dynamic portfolio under model uncertainty
- scientific article; zbMATH DE number 6379370 (Why is no real title available?)
- Control in Binary Models with Disorder
- Information processing in dynamic decision models. An insurance demand example
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3028668)