Maximizing terminal utility by controlling risk exposure; a discrete-time dynamic control approach (Q5467654)
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scientific article; zbMATH DE number 5026180
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximizing terminal utility by controlling risk exposure; a discrete-time dynamic control approach |
scientific article; zbMATH DE number 5026180 |
Statements
Maximizing terminal utility by controlling risk exposure; a discrete-time dynamic control approach (English)
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24 May 2006
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discrete time
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dynamic control
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ruin constraint
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power utility
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