The following pages link to Optimal control of the portfolio (Q1778541):
Displayed 8 items.
- The two-step problem of investment portfolio selection from two risk assets via the probability criterion (Q500286) (← links)
- Reduction of the two-step problem of stochastic optimal control with bilinear model to the problem of mixed integer linear programming (Q517339) (← links)
- Probabilistic criterion-based optimal retention of trajectories of a discrete-time stochastic system in a given tube: bilateral estimation of the Bellman function (Q828510) (← links)
- Bilateral estimation of the Bellman function in the problems of optimal stochastic control of discrete systems by the probabilistic performance criterion (Q1642030) (← links)
- On the construction of positional control in a multistep portfolio optimization problem with probabilistic criterion (Q2229544) (← links)
- Refined estimation of the Bellman function for stochastic optimal control problems with probabilistic performance criterion (Q2290396) (← links)
- Quantile criterion-based control of the securities portfolio with a nonzero ruin probability (Q2393019) (← links)
- Safety-first portfolio selection (Q5891856) (← links)