Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Stochastic maximum principle under probability distortion - MaRDI portal

Stochastic maximum principle under probability distortion (Q2041031)

From MaRDI portal
scientific article; zbMATH DE number 7371840
Language Label Description Also known as
English
Stochastic maximum principle under probability distortion
scientific article; zbMATH DE number 7371840

    Statements

    title
    Stochastic maximum principle under probability distortion (English)
    0 references
    zbMATH Open document ID
    1468.91140
    0 references
    1468.91141
    0 references
    author
    Yanyan Li
    0 references
    publication date
    15 July 2021
    0 references
    Mathematics Subject Classification ID
    91G10
    0 references
    91B16
    0 references
    93E20
    0 references
    zbMATH DE Number
    7371835
    0 references
    7371840
    0 references
    zbMATH Keywords
    cumulative prospective theory
    0 references
    \(S\)-shaped utility function
    0 references
    probability distortion
    0 references
    stochastic maximum principle
    0 references
    behavioral portfolio optimization
    0 references
    OpenAlex ID
    W2981531118
    0 references
    W2765132055
    0 references
    arXiv ID
    1710.11432
    0 references
    Wikidata QID
    Q126862484
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2041031&oldid=36845524"
    Powered by MediaWiki