General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance (Q1035875)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance |
scientific article; zbMATH DE number 5625087
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance |
scientific article; zbMATH DE number 5625087 |
Statements
General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance (English)
0 references
4 November 2009
0 references
risk-sensitive optimal control
0 references
general maximum principle
0 references
partial information
0 references
nonzero sum differential game
0 references
portfolio choices
0 references
0 references
0 references
0 references
0 references
