Pages that link to "Item:Q1383461"
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The following pages link to Adaptive control of a diffusion to a goal and a parabolic Monge-Ampère-type equation (Q1383461):
Displaying 14 items.
- Maximizing the probability of a perfect hedge (Q1578595) (← links)
- Reaching goals under ambiguity: continuous-time optimal portfolio selection (Q1640926) (← links)
- Purchasing casualty insurance to avoid lifetime ruin (Q1681093) (← links)
- Risk sensitive control of the lifetime ruin problem (Q1754659) (← links)
- Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373) (← links)
- Increasing risk: dynamic mean-preserving spreads (Q2304207) (← links)
- A pair of optimal reinsurance-investment strategies in the two-sided exit framework (Q2374121) (← links)
- Optimally investing to reach a bequest goal (Q2520427) (← links)
- Optimal portfolio and certainty equivalence estimator for the appreciation rate (Q2674826) (← links)
- Purchasing Term Life Insurance to Reach a Bequest Goal while Consuming (Q2808184) (← links)
- MAXIMIZING THE PROBABILITY OF ACHIEVING A GOAL IN THE CASE OF A PARTIALLY OBSERVED DRIFT PROCESS (Q3523575) (← links)
- Optimal Control of Diffusion Coefficients via Decoupling Fields (Q4581260) (← links)
- Generalized Neyman-Pearson lemma via convex duality. (Q5933652) (← links)
- Entire solutions to the parabolic Monge-Ampère equation with unbounded nonlinear growth in time (Q6185371) (← links)
