Pages that link to "Item:Q3538147"

The following pages link to Stochastic Maximum Principle for a Kind of Risk-sensitive Optimal Control Problem and Application to Portfolio Choice (Q3538147):

Displaying 12 items.

• Maximum principle for partially observed risk-sensitive optimal control problems of mean-field type (Q508368) (← links)
• On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk (Q538323) (← links)
• Representation of the bilinear system output by multiple stochastic integrals (Q612072) (← links)
• On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application (Q827656) (← links)
• General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance (Q1035875) (← links)
• Maximum principle for a stochastic optimal control problem and application to portfolio/consumption choice (Q1273920) (← links)
• Long term optimal investment with regime switching: inflation, information and short sales (Q2151682) (← links)
• The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
• The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk (Q2481788) (← links)
• Maximum Principle for Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance (Q3145061) (← links)
• Portfolio optimization managing value at risk under heavy tail return, using stochastic maximum principle (Q3383684) (← links)
• (Q5453066) (← links)