scientific article; zbMATH DE number 2064643
From MaRDI portal
Publication:4462135
zbMath1156.93408MaRDI QIDQ4462135
Publication date: 18 May 2004
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
hedgingstochastic controlincomplete informationmodel uncertaintyFinancial marketsoptimal investment strategiesrobust approachesadaptive approaches
Filtering in stochastic control theory (93E11) Management decision making, including multiple objectives (90B50) Stochastic models in economics (91B70) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35) Financial applications of other theories (91G80)
Related Items (3)
Predictive control of random-parameter systems with multiplicative noise. Application to investment portfolio optimization ⋮ Dynamic control of the investment portfolio in the jump-diffusion financial market with regime switching ⋮ A time-changed stochastic control problem and its maximum principle theory
This page was built for publication:
