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Shortfall risk minimization under model uncertainty in the binomial case: adaptive and robust approaches - MaRDI portal

Shortfall risk minimization under model uncertainty in the binomial case: adaptive and robust approaches (Q1396988)

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scientific article; zbMATH DE number 1950026
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English
Shortfall risk minimization under model uncertainty in the binomial case: adaptive and robust approaches
scientific article; zbMATH DE number 1950026

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    Shortfall risk minimization under model uncertainty in the binomial case: adaptive and robust approaches (English)
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    15 July 2003
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    adaptive control
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    robust control.
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