scientific article; zbMATH DE number 1944279
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Publication:4407580
zbMath1044.93065MaRDI QIDQ4407580
Peilin Fu, Fucai Qian, Li, Duan
Publication date: 10 November 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
dynamic programmingfeedbackconvexificationstochastic systemsvariance minimizationdynamic portfolio selectionembedding schemeseparation schemes
Dynamic programming in optimal control and differential games (49L20) Optimal feedback synthesis (49N35) Optimal stochastic control (93E20) Financial applications of other theories (91G80)
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