Pages that link to "Item:Q1621178"
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The following pages link to Maximum principle of optimal stochastic control with terminal state constraint and its application in finance (Q1621178):
Displaying 5 items.
- Maximum principle for a stochastic optimal control problem and application to portfolio/consumption choice (Q1273920) (← links)
- On dynamic programming principle for stochastic control under expectation constraints (Q2188945) (← links)
- A maximum principle for stochastic optimal control with terminal state constraints, and its applications (Q2474727) (← links)
- Stock efficiency evaluation based on multiple risk measures: a DEA-like envelopment approach (Q2674940) (← links)
- Subgame-perfect equilibrium strategies for time-inconsistent recursive stochastic control problems (Q6112488) (← links)