Identification and control in the partially known Merton portfolio selection model (Q1321343)
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scientific article; zbMATH DE number 557832
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification and control in the partially known Merton portfolio selection model |
scientific article; zbMATH DE number 557832 |
Statements
Identification and control in the partially known Merton portfolio selection model (English)
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17 July 1994
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adaptive control
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identification
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partial observation
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Merton two-asset portfolio selection model
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