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scientific article; zbMATH DE number 6296770
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6296770 |
Statements
19 May 2014
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asset management
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benchmarks
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risk-sensitive stochastic control
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jump-diffusion processes
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Poisson point processes
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Lévy processes
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Hamilton-Jacobi-Bellman partial integro-differential equation
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policy improvement
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parabolic PDE
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classical solutions
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viscosity solutions
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