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Optimal control problems with disorder - MaRDI portal

Optimal control problems with disorder (Q2289032)

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Optimal control problems with disorder
scientific article

    Statements

    title
    Optimal control problems with disorder (English)
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    author
    Yanyan Li
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    publication date
    28 January 2020
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    Mathematics Subject Classification ID
    93E20
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    91G15
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    60G44
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    92-08
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    zbMATH DE Number
    7158664
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    zbMATH Keywords
    processes with disorder
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    vector disorder
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    martingale
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    martingale measure
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    Wiener process
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    quantile hedging
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    Wikidata QID
    Q127373560
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    OpenAlex ID
    W2968420537
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