scientific article; zbMATH DE number 5991605

MaRDI QIDQ3107478zbMATH OpenFDO

Authors K. Yu. Ermolenko, Sergey A. Vavilov

Publication date 24 December 2011

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Portfolio theory (91G10)

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• The strategy of portfolio investment based on H_ control with state feedback

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