Pages that link to "Item:Q2393019"

The following pages link to Quantile criterion-based control of the securities portfolio with a nonzero ruin probability (Q2393019):

Displaying 6 items.

• 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)
• The decomposition method for two-stage stochastic linear programming problems with quantile criterion (Q1642033) (← links)
• Optimal control of a discrete-time stochastic system with a probabilistic criterion and a non-fixed terminal time (Q2229542) (← links)
• Refined estimation of the Bellman function for stochastic optimal control problems with probabilistic performance criterion (Q2290396) (← links)
• Optimal retention of the trajectories of a discrete-time stochastic system in a tube: one problem statement (Q6094341) (← links)