Pages that link to "Item:Q2393019"
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The following pages link to Quantile criterion-based control of the securities portfolio with a nonzero ruin probability (Q2393019):
Displaying 10 items.
- On the shortfall risk control: a refinement of the quantile hedging method (Q254506) (← links)
- Probabilistic criterion-based optimal retention of trajectories of a discrete-time stochastic system in a given tube: bilateral estimation of the Bellman function (Q828510) (← links)
- Bilateral estimation of the Bellman function in the problems of optimal stochastic control of discrete systems by the probabilistic performance criterion (Q1642030) (← links)
- The decomposition method for two-stage stochastic linear programming problems with quantile criterion (Q1642033) (← links)
- Optimal control of the portfolio (Q1778541) (← links)
- Optimal control of the investment portfolio with respect to the quantile criterion (Q1778993) (← links)
- Optimal control of a discrete-time stochastic system with a probabilistic criterion and a non-fixed terminal time (Q2229542) (← links)
- Refined estimation of the Bellman function for stochastic optimal control problems with probabilistic performance criterion (Q2290396) (← links)
- Discrete approximation in quantile problem of Portfolio selection (Q2752032) (← links)
- Optimal retention of the trajectories of a discrete-time stochastic system in a tube: one problem statement (Q6094341) (← links)
