Pages that link to "Item:Q3592750"
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The following pages link to Stochastic Differential Games with Multiple Modes and Applications to Portfolio Optimization (Q3592750):
Displaying 7 items.
- Portfolio risk minimization and differential games (Q425781) (← links)
- Mean square convergence of the numerical solution of random differential equations (Q493352) (← links)
- Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (Q708865) (← links)
- Stochastic Differential Games with Multiple Modes and a Small Parameter (Q3423718) (← links)
- Stochastic differential portfolio games (Q4503215) (← links)
- Multi-Portfolio Optimization: A Potential Game Approach (Q4578804) (← links)
- Controlled Switching Diffusions Under Ambiguity: The Average Criterion (Q5072229) (← links)