Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373)
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scientific article; zbMATH DE number 6997521
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximizing a robust goal-reaching probability with penalization on ambiguity |
scientific article; zbMATH DE number 6997521 |
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Maximizing a robust goal-reaching probability with penalization on ambiguity (English)
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4 January 2019
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ambiguity aversion
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probability of reaching a goal
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HJB equation
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investment control
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reinsurance control
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