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scientific article; zbMATH DE number 6803241
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6803241 |
Statements
6 November 2017
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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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