Pages that link to "Item:Q2482684"

The following pages link to Robust optimal control for a consumption-investment problem (Q2482684):

Displaying 23 items.

• Robust utility maximization for a diffusion market model with misspecified coefficients (Q354194) (← links)
• Control systems of interacting objects modeled as a game against nature under a mean field approach (Q501744) (← links)
• Optimal consumption and portfolio choice with ambiguous interest rates and volatility (Q825169) (← links)
• Robust consumption-investment problem on infinite horizon (Q901248) (← links)
• Robust consumption-investment problems with random market coefficients (Q1938991) (← links)
• Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs (Q2312400) (← links)
• Consumption-investment problem with pathwise ambiguity under logarithmic utility (Q2323332) (← links)
• Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
• Discounted robust control for Markov diffusion processes (Q2343067) (← links)
• Decision model and analysis for investment interest expense deduction and allocation (Q2379558) (← links)
• Hedging under generalized good-deal bounds and model uncertainty (Q2408899) (← links)
• Asymptotics of robust utility maximization (Q2428048) (← links)
• Robust worst-case optimal investment (Q2516638) (← links)
• OPTIMAL STOCHASTIC CONTROL PROBLEM UNDER MODEL UNCERTAINTY WITH NONENTROPY PENALTY (Q2986671) (← links)
• (Q3589307) (← links)
• A note on the worst case approach for a market with a stochastic interest rate (Q4614223) (← links)
• OPTIMAL PORTFOLIO AND CONSUMPTION FOR A MARKOVIAN REGIME-SWITCHING JUMP-DIFFUSION PROCESS (Q5164391) (← links)
• LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS (Q5245889) (← links)
• On the use of stochastic differential games against nature to ergodic control problems with unknown parameters (Q5266180) (← links)
• Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310) (← links)
• A robust investment-consumption optimization problem in a switching regime interest rate setting (Q6173963) (← links)
• Optimal investment and consumption with forward preferences and uncertain parameters (Q6543812) (← links)
• Robust Dividend, Financing, and Reinsurance Strategies Under Model Uncertainty with Proportional Transaction Costs (Q6583001) (← links)