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Q4589047 - MaRDI portal

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scientific article; zbMATH DE number 6803241
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English
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scientific article; zbMATH DE number 6803241

    Statements

    publication date
    6 November 2017
    0 references
    zbMATH Keywords
    expected utility
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    forward performance
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    stochastic PDE
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    robustness
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    duality
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    HJB equation
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    stochastic optimization
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    portfolio choice
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    91G10
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    91G80
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    93E20
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    zbMATH DE Number
    6803241
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