Pages that link to "Item:Q1778993"
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The following pages link to Optimal control of the investment portfolio with respect to the quantile criterion (Q1778993):
Displaying 19 items.
- Control of investment portfolio based on complex quantile risk measures (Q356993) (← links)
- The two-step problem of investment portfolio selection from two risk assets via the probability criterion (Q500286) (← links)
- Reduction of the two-step problem of stochastic optimal control with bilinear model to the problem of mixed integer linear programming (Q517339) (← links)
- On nontraditional problems of portfolio management (Q643776) (← 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)
- Optimal control of the portfolio (Q1778541) (← links)
- Two-stage problem of quantile optimization of an investment project (Q2017553) (← links)
- Optimal control of a discrete-time stochastic system with a probabilistic criterion and a non-fixed terminal time (Q2229542) (← links)
- On the construction of positional control in a multistep portfolio optimization problem with probabilistic criterion (Q2229544) (← links)
- Refined estimation of the Bellman function for stochastic optimal control problems with probabilistic performance criterion (Q2290396) (← links)
- Quantile criterion-based control of the securities portfolio with a nonzero ruin probability (Q2393019) (← links)
- Minimax optimization of investment portfolio by quantile criterion (Q2487624) (← links)
- A quantile game for portfolio construction in the Ornstein-Uhlenbeck model (Q2694175) (← links)
- Discrete approximation in quantile problem of Portfolio selection (Q2752032) (← links)
- (Q3107478) (← links)
- (Q4800837) (← links)
- Safety-first portfolio selection (Q5891856) (← links)
- Optimal retention of the trajectories of a discrete-time stochastic system in a tube: one problem statement (Q6094341) (← links)
