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Q4211221 - MaRDI portal

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scientific article; zbMATH DE number 1199706
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English
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scientific article; zbMATH DE number 1199706

    Statements

    author
    Jati K. Sengupta
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    Phillip F. Fanchon
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    publication date
    16 September 1998
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    zbMATH Keywords
    control theory
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    stochastic control theory
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    filtering
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    economic dynamics
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    risk sensitive control
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    econometric estimations
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    differential games
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    optimal growth theory
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    calculus of variations
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    Euler equations
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    optimal control
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    limit pricing models
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    portfolio efficiency frontier
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    linear quadratic gaussian control
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    Identifiers

    Mathematics Subject Classification ID
    93-02
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    90-02
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    93E20
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    93E11
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    91B62
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    zbMATH DE Number
    1199706
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