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zbMath1488.91104MaRDI QIDQ3380736

Xiaofang Li, Xiao-yu Xing, Hao Gao, Yali Yu

Publication date: 29 September 2021

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Hamilton-Jacobi-Bellman equation robust control exponential utility ambiguity-averse square-root factor process

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Actuarial mathematics (91G05)

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