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Multi-time state mean-variance model in continuous time - MaRDI portal

Multi-time state mean-variance model in continuous time (Q5016146)

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scientific article; zbMATH DE number 7442538
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Multi-time state mean-variance model in continuous time
scientific article; zbMATH DE number 7442538

    Statements

    title
    Multi-time state mean-variance model in continuous time (English)
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    author
    Shuzhen Yang
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    publication date
    13 December 2021
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    zbMATH Keywords
    mean-variance
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    multi-time state
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    stochastic optimal control
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    cites work

    Identifiers

    zbMATH DE Number
    7442538
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    OpenAlex ID
    W3197366047
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    arXiv ID
    1912.01793
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    DOI
    10.1051/COCV/2021086
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