scientific article; zbMATH DE number 2062291

zbMath1107.91335MaRDI QIDQ4459178

Shota Gugushvili

Publication date: 25 March 2004

Full work available at URL: https://eudml.org/doc/53042

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

zbMATH Keywords

dynamic programmingoptimality principle

Mathematics Subject Classification ID

Dynamic programming (90C39) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (3)

Dynamic programming and mean-variance hedging with partial execution risk ⋮ Hedging derivatives on two assets with model risk ⋮ Mean-variance hedging via stochastic control and BSDEs for general semimartingales

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