Abstract, classic, and explicit turnpikes
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Publication:471171
DOI10.1007/s00780-013-0216-5zbMath1303.91157arXiv1101.0945OpenAlexW3123551245MaRDI QIDQ471171
Hao Xing, Constantinos Kardaras, Scott Robertson, Paolo Guasoni
Publication date: 14 November 2014
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1101.0945
Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Portfolio theory (91G10)
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