scientific article; zbMATH DE number 5012679

zbMATH Open1157.91370MaRDI QIDQ3375609FDOQ3375609

Authors: Meilan Shi 

Publication date: 16 March 2006

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Riccati equationRisk-sensitive control

Mathematics Subject Classification ID

Portfolio theory (91G10) Minimal systems representations (93B20)

Cited In (3)

• Maximum principle for risk-sensitive stochastic optimal control problem and applications to finance
• On extension of the domain for analytical approximate solution of one class of nonlinear differential equations of the second order in a complex domain
• Stackelberg stochastic differential games in feedback information pattern with applications

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