Pages that link to "Item:Q6146693"
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The following pages link to Discrete‐time risk sensitive portfolio optimization with proportional transaction costs (Q6146693):
Displaying 5 items.
- Markov decision processes with risk-sensitive criteria: an overview (Q6540475) (← links)
- Short communication: utility-based acceptability indices (Q6557365) (← links)
- Non-zero-sum stochastic games with recursive utilities of risk-sensitive players (Q6569313) (← links)
- Discrete time risk sensitive control problem (Q6569386) (← links)
- On exponential convergence of random variables (Q6615576) (← links)