On the separation of estimation and control in risk-sensitive investment problems under incomplete observation (Q6586267)
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scientific article; zbMATH DE number 7895465
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the separation of estimation and control in risk-sensitive investment problems under incomplete observation |
scientific article; zbMATH DE number 7895465 |
Statements
On the separation of estimation and control in risk-sensitive investment problems under incomplete observation (English)
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13 August 2024
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applied probability
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stochastic processes
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portfolio optimization
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risk-sensitive control
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partial observation
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