Pages that link to "Item:Q5388694"
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The following pages link to Maximization of Recursive Utilities: A Dynamic Maximum Principle Approach (Q5388694):
Displaying 16 items.
- Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach (Q262012) (← links)
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- Recursive utility and optimal capital accumulation. II: Sensitivity and duality theory (Q1338100) (← links)
- Efficient intertemporal allocations with recursive utility. (Q1587641) (← links)
- Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663) (← links)
- Recursive utility and optimal capital accumulation. I: Existence (Q1823127) (← links)
- A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429) (← links)
- Recursive utility optimization with concave coefficients (Q2001553) (← links)
- Expected utility maximization problem under state constraints and model uncertainty (Q2278901) (← links)
- Stochastic global maximum principle for optimization with recursive utilities (Q2296089) (← links)
- Robust utility maximization under convex portfolio constraints (Q2348619) (← links)
- A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications (Q2407985) (← links)
- Stationary Recursive Utility and Dynamic Programming under the Assumption of Biconvergence (Q3470210) (← links)
- Utility Maximization with Habit Formation: Dynamic Programming and Stochastic PDEs (Q3557933) (← links)
- Pricing Principle via Tsallis Relative Entropy in Incomplete Markets (Q5886365) (← links)
- The perturbation method applied to a robust optimization problem with constraint (Q6594801) (← links)
