Pages that link to "Item:Q2707143"
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The following pages link to Risk-sensitive control and an optimal investment model. (Q2707143):
Displaying 12 items.
- Optimal investment problem with complete memory on an infinite time horizon (Q5079067) (← links)
- Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE (Q5280241) (← links)
- Long-Term Optimal Investment in Matrix Valued Factor Models (Q5280243) (← links)
- A note on long-term optimal portfolios under drawdown constraints (Q5395355) (← links)
- OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES (Q5459961) (← links)
- A stochastic control model of investment, production and consumption (Q5464387) (← links)
- STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY (Q5487829) (← links)
- Risk-sensitive mean field games with major and minor players (Q5878126) (← links)
- Two-person zero-sum risk-sensitive stochastic games with incomplete reward information on one side (Q6080381) (← links)
- Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis (Q6090368) (← links)
- Discrete‐time risk sensitive portfolio optimization with proportional transaction costs (Q6146693) (← links)
- A long-term optimal consumption and investment problem with partial information (Q6588547) (← links)