Pages that link to "Item:Q2278901"
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The following pages link to Expected utility maximization problem under state constraints and model uncertainty (Q2278901):
Displaying 6 items.
- Robust portfolio optimization with multi-factor stochastic volatility (Q779874) (← links)
- Robust utility maximization under convex portfolio constraints (Q2348619) (← links)
- Robust optimal control for a consumption-investment problem (Q2482684) (← links)
- Effective approximation methods for constrained utility maximization with drift uncertainty (Q2671440) (← links)
- (Q5091397) (← links)
- The perturbation method applied to a robust optimization problem with constraint (Q6594801) (← links)