Risk-sensitive optimal investment policy

DOI10.1080/00207729408928952zbMath0792.90017OpenAlexW2083507693WikidataQ126250947 ScholiaQ126250947MaRDI QIDQ4282821

Pierre Montulet, Mario Lefebvre

Publication date: 14 March 1994

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729408928952

Mathematics Subject Classification ID

Application models in control theory (93C95) Economic growth models (91B62) Optimal stochastic control (93E20)

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