scientific article; zbMATH DE number 1867096

zbMATH Open1037.91046MaRDI QIDQ4792530FDOQ4792530

Stanley R. Pliska, Tomasz R. Bielecki, Daniel Hernández-Hernández

Publication date: 2002

Title of this publication is not available (Why is that?)

zbMATH Keywords

Markov chainoptimal strategycapital asset pricing modelrisk sensitive control theoryfinancial decision

Mathematics Subject Classification ID

Cited In (2)

• Abstract, classic, and explicit turnpikes
• Long-Term Optimal Investment in Matrix Valued Factor Models

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