Constrained Dynamic Optimality and Binomial Terminal Wealth (Q4634645)
From MaRDI portal
scientific article; zbMATH DE number 6858094
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constrained Dynamic Optimality and Binomial Terminal Wealth |
scientific article; zbMATH DE number 6858094 |
Statements
Constrained Dynamic Optimality and Binomial Terminal Wealth (English)
0 references
11 April 2018
0 references
constrained nonlinear optimal control
0 references
dynamic optimality
0 references
static optimality
0 references
mean-variance analysis
0 references
martingale
0 references
Lagrange multiplier
0 references
geometric Brownian motion
0 references
Markov process
0 references
0 references
