Risk-sensitive control and an optimal investment model. II. (Q1872384)
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: Risk-sensitive control and an optimal investment model. II. |
scientific article; zbMATH DE number 1906173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-sensitive control and an optimal investment model. II. |
scientific article; zbMATH DE number 1906173 |
Statements
Risk-sensitive control and an optimal investment model. II. (English)
0 references
6 May 2003
0 references
Risk-sensitive stochastic control
0 references
optimal investment model
0 references
long-term growth rate
0 references
dynamic programming equation
0 references
Riccati equation
0 references
0 references
0 references
