Pages that link to "Item:Q964693"
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The following pages link to MDP algorithms for portfolio optimization problems in pure jump markets (Q964693):
Displayed 5 items.
- Optimal oil-owner behavior in piecewise deterministic models (Q457924) (← links)
- On optimal investment in a reinsurance context with a point process market model (Q661254) (← links)
- LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY (Q2927944) (← links)
- Optimal control of a class of piecewise deterministic processes (Q3189131) (← links)
- On Optimal Terminal Wealth Problems with Random Trading Times and Drawdown Constraints (Q5415096) (← links)