Pages that link to "Item:Q1273920"
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The following pages link to Maximum principle for a stochastic optimal control problem and application to portfolio/consumption choice (Q1273920):
Displaying 9 items.
- An application of dynamic programming principle in corporate international optimal investment and consumption choice problem (Q624702) (← links)
- On maximum principle of near-optimality for diffusions with jumps, with application to consumption-investment problem (Q691358) (← links)
- Maximum principle for the stochastic optimal control problem with delay and application (Q976280) (← links)
- Maximum principle of optimal stochastic control with terminal state constraint and its application in finance (Q1621178) (← links)
- Stochastic maximum principle with Lagrange multipliers and optimal consumption with Lévy wage (Q1689707) (← links)
- A direct method of optimal portfolio and consumption choice in a security market (Q2917843) (← links)
- Stochastic Maximum Principle for a Kind of Risk-sensitive Optimal Control Problem and Application to Portfolio Choice (Q3538147) (← links)
- An Efficient Gradient Projection Method for Stochastic Optimal Control Problems (Q4596726) (← links)
- (Q5346068) (← links)