Pages that link to "Item:Q1035912"
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The following pages link to Risk-sensitive portfolio optimization problems with fixed income securities (Q1035912):
Displaying 8 items.
- Risk-sensitive control with near monotone cost (Q607556) (← links)
- Risk sensitive control of diffusions with small running cost (Q647494) (← links)
- Portfolio optimization for assets with stochastic yields and stochastic volatility (Q2317849) (← links)
- Generalised risk-sensitive control with full and partial state observation (Q2434781) (← links)
- Risk-sensitive control for a class of nonlinear systems with multiplicative noise (Q2439158) (← links)
- Indefinite risk-sensitive control (Q2681175) (← links)
- Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space (Q3194570) (← links)
- Optimal portfolio and consumption subject to multidimensional economic factors (Q4908872) (← links)
