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Q4438216 - MaRDI portal

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scientific article; zbMATH DE number 2015381
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English
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scientific article; zbMATH DE number 2015381

    Statements

    publication date
    2002
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    zbMATH Keywords
    securities markets
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    optimal strategies
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    portfolio optimization
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    ergodic control problem
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    Bellman equations
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    infinite time horizon
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    integrability condition
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    author
    Hideo Nagai
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    91G10
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    62P05
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    60J60
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    zbMATH DE Number
    2015381
    0 references
     
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