The following pages link to (Q3160519):
Displaying 6 items.
- Long run risk sensitive portfolio with general factors (Q283999) (← links)
- Downside risk minimization via a large deviations approach (Q417076) (← links)
- Problems of Mathematical Finance by Stochastic Control Methods (Q3557801) (← links)
- Long Time Asymptotics for Optimal Investment (Q4560343) (← links)
- Markov decision processes under risk sensitivity: a discount vanishing approach (Q6146387) (← links)
- Duality between large deviation control and risk-sensitive control for Markov decision processes (Q6161353) (← links)
