Uncertain optimal control with application to a portfolio selection model
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Cites work
- Existence and uniqueness theorem for uncertain differential equations
- scientific article; zbMATH DE number 4078444 (Why is no real title available?)
- Optimization Problems in the Theory of Continuous Trading
- Optimum consumption and portfolio rules in a continuous-time model
- Theory and practice of uncertain programming.
- Uncertainty theory
Cited in
(only showing first 100 items - show all)- Continuous dependence theorems on solutions of uncertain differential equations
- Uncertain saddle point equilibrium differential games with non-anticipating strategies
- Efficient output solution for nonlinear stochastic optimal control problem with model-reality differences
- Indefinite LQ optimal control with process state inequality constraints for discrete-time uncertain systems
- An uncertain programming for the integrated planning of production and transportation
- Uncertain zero-one law and convergence of uncertain sequence
- Regulating a firm under adverse selection and moral hazard in uncertain environment
- Adams-Simpson method for solving uncertain differential equation
- Uncertain wave equation with infinite half-boundary
- Hamming method for solving uncertain differential equations
- Time-dependent optimization of a multi-item uncertain supply chain network: a hybrid approximation algorithm
- Indefinite LQ optimal control with terminal state constraint for discrete-time uncertain systems
- Uncertain programming model for uncertain optimal assignment problem
- Uncertain linear systems
- Stability in mean for uncertain differential equation
- Uncertain partial differential equation with application to heat conduction
- Uncertain weighted dominating set: a prototype application on natural disaster relief management
- Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model
- Valuation of stock loan under uncertain environment
- Stability analysis of uncertain singular systems
- Stable set of uncertain coalitional game with application to electricity suppliers problem
- Two-factor term structure model with uncertain volatility risk
- Belief degree of optimal models for uncertain single-period supply chain problem
- Variation analysis of uncertain stationary independent increment processes
- Uncertain calculus with renewal process
- A risk index model for portfolio selection with returns subject to experts' estimations
- Extreme value theorems of uncertain process with application to insurance risk model
- Uncertain random variables: a mixture of uncertainty and randomness
- An uncertain price discrimination model in labor market
- Adams predictor-corrector method for solving uncertain differential equation
- Uncertain portfolio optimization problem under a minimax risk measure
- Stability in distribution for uncertain delay differential equation
- Numerical approach for solution to an uncertain fractional differential equation
- Bang-bang control model for uncertain switched systems
- Analysis of a class of dynamic programming models for multi-stage uncertain systems
- Solving high-order uncertain differential equations via Adams-Simpson method
- Stability analysis for uncertain differential equation by Lyapunov's second method
- Uncertain SEIAR model for COVID-19 cases in China
- Optimal control for uncertain discrete-time singular systems under expected value criterion
- Option pricing formulas based on uncertain fractional differential equation
- Two-person cooperative uncertain differential game with transferable payoffs
- Moment estimation in uncertain differential equations based on the Milstein scheme
- Uncertain spring vibration equation
- An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences
- Age-structured population model under uncertain environment
- Existence, uniqueness, and stability of uncertain delay differential equations with \(V\)-jump
- First hitting time about solution for an uncertain fractional differential equation and application to an uncertain risk index model
- Parameter estimation of uncertain differential equation with application to financial market
- Parametric approximate optimal control of uncertain differential game with application to counter terror
- Selection of uncertain differential equations using cross validation
- Estimating time-varying parameters in uncertain differential equations
- Uncertain bang-bang control problem for multi-stage switched systems
- Saddle point equilibrium model for uncertain discrete systems
- Critical value-based Asian option pricing model for uncertain financial markets
- Reliability analysis of the uncertain heat conduction model
- An interest-rate model with jumps for uncertain financial markets
- Extreme values for solution to uncertain fractional differential equation and application to American option pricing model
- Optimal control for uncertain random singular systems with multiple time-delays
- Stability analysis for uncertain nonlinear switched systems with infinite-time domain
- Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory
- Portfolio optimization in real financial markets with both uncertainty and randomness
- Optimal control for uncertain stochastic dynamic systems with jump and application to an advertising model
- Uncertain chemical reaction equation
- Valuing currency swap contracts in uncertain financial market
- European option pricing model based on uncertain fractional differential equation
- Time integral about solution of an uncertain fractional order differential equation and application to zero-coupon bond model
- Uncertain models on railway transportation planning problem
- Uncertain dynamical system-based decision making with application to production-inventory problems
- Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint
- A new stability analysis of uncertain delay differential equations
- Multiperiod mean absolute deviation uncertain portfolio selection with real constraints
- Numerical method for solving uncertain spring vibration equation
- Existence of solutions for implicit fuzzy differential inclusions
- A linear-quadratic control problem of uncertain discrete-time switched systems
- Uncertain portfolio adjusting model using semiabsolute deviation
- Stability of multi-dimensional uncertain differential equation
- An uncertain wage contract model for risk-averse worker under bilateral moral hazard
- A linear quadratic model based on multistage uncertain random systems
- Some stability theorems of uncertain differential equation
- An uncertain contract model for rural migrant worker's employment problems
- A necessary condition of optimality for uncertain optimal control problem
- Optimal multinational capital budgeting under uncertainty
- Uncertain optimal control of linear quadratic models with jump
- Multistage uncertain random linear quadratic optimal control
- Generalized moment estimation for uncertain differential equations
- Lookback option pricing problem of mean-reverting stock model in uncertain environment
- Perturbed uncertain differential equations and perturbed reflected canonical process
- Existence and uniqueness of solutions to uncertain fractional switched systems with an uncertain stock model
- Necessary optimality conditions of fractional-order discrete uncertain optimal control problems
- Mean-risk model for uncertain portfolio selection with background risk and realistic constraints
- Hurwicz criterion based optimal control model for uncertain descriptor systems with an application to industrial management
- Uncertain fractional-order multi-objective optimization based on reliability analysis and application to fractional-order circuit with Caputo type
- Uncertain bang-bang control for continuous time model
- Optimal control of uncertain stochastic systems with Markovian switching and its applications to portfolio decisions
- Stability and attractivity in optimistic value for dynamical systems with uncertainty
- Connectedness strength of two vertices in an uncertain graph
- Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets
- (s,S) policy for uncertain single period inventory problem
- Some results of moments of uncertain set
- The stability of multifactor uncertain differential equation
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