Optimal control of Markovian switching systems with applications to portfolio decisions under inflation (Q902339)
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scientific article; zbMATH DE number 6531572
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of Markovian switching systems with applications to portfolio decisions under inflation |
scientific article; zbMATH DE number 6531572 |
Statements
Optimal control of Markovian switching systems with applications to portfolio decisions under inflation (English)
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15 January 2016
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Markov optimal control
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generalized Itô formula
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HJB equations
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optimal portfolio
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three fund theorem
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inflation
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0.9463819
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0.9070422
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0.8988977
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0.89281225
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0.8898687
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0.8896835
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0.8871242
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0.8853873
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