Pages that link to "Item:Q607784"
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The following pages link to Explicit solution to a certain non-ELQG risk-sensitive stochastic control problem (Q607784):
Displaying 10 items.
- Downside risk minimization via a large deviations approach (Q417076) (← links)
- ``Down-side risk'' probability minimization problem with Cox-Ingersoll-Ross's interest rates (Q633827) (← links)
- Risk-sensitive portfolio optimization problem for a large trader with inside information (Q1630226) (← links)
- Risk-sensitive asset management with lognormal interest rates (Q2036891) (← links)
- Risk-sensitive control for a class of diffusions with jumps (Q2108886) (← links)
- Optimal investment-consumption-insurance with partial information (Q2300968) (← links)
- Risk-sensitive asset management in a general diffusion factor model: risk-seeking case (Q2364352) (← links)
- Maximum Principle for Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance (Q3145061) (← links)
- Risk‐sensitive stochastic maximum principle for forward‐backward systems involving impulse controls (Q6197861) (← links)
- Risk-sensitive large-population linear-quadratic-Gaussian games with major and minor agents (Q6583450) (← links)