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
Long Time Asymptotics for Optimal Investment - MaRDI portal

Long Time Asymptotics for Optimal Investment (Q4560343)

From MaRDI portal
scientific article; zbMATH DE number 6991899
Language Label Description Also known as
English
Long Time Asymptotics for Optimal Investment
scientific article; zbMATH DE number 6991899

    Statements

    title
    Long Time Asymptotics for Optimal Investment (English)
    0 references
    author
    Huyên Pham
    0 references
    publication date
    11 December 2018
    0 references
    Mathematics Subject Classification ID
    91G10
    0 references
    60F10
    0 references
    93E20
    0 references
    zbMATH DE Number
    6991899
    0 references
    zbMATH Keywords
    long-term investment
    0 references
    large deviations
    0 references
    risk-sensitive control
    0 references
    ergodic HJB equation
    0 references
    risk-sensitive control problems
    0 references
    Hamilton-Jacobi-Bellman equations
    0 references
    large-time asymptotic
    0 references
    OpenAlex ID
    W2124081559
    0 references
    arXiv ID
    1408.6455
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4560343&oldid=36455641"
    Powered by MediaWiki