Q5436596 (Q5436596): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Latest revision as of 21:12, 5 March 2024
scientific article; zbMATH DE number 5227617
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 5227617 |
Statements
17 January 2008
0 references
robust control
0 references
model uncertainty
0 references
quadratic BSDE
0 references
stochastic control
0 references
relative entropy
0 references
entropic penalty
0 references
martingale optimality principle
0 references
utility maximization
0 references
multiple priors
0 references
robust utility
0 references
