Pages that link to "Item:Q1809495"

The following pages link to Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management (Q1809495):

Displaying 9 items.

• Exact and approximate Nash equilibria in discounted Markov stopping games with terminal redemption (Q499190) (← links)
• Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection (Q666996) (← links)
• Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428) (← links)
• Multi-period optimization portfolio with bankruptcy control in stochastic market (Q876610) (← links)
• Mean-variance problems for finite horizon semi-Markov decision processes (Q887160) (← links)
• Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion (Q5476137) (← links)
• Ergodic risk-sensitive control of Markov processes on countable state space revisited (Q5864585) (← links)
• Portfolio management under drawdown constraint in discrete-time financial markets (Q5880989) (← links)
• Markov decision processes under risk sensitivity: a discount vanishing approach (Q6146387) (← links)