scientific article; zbMATH DE number 2015381

From MaRDI portal

Publication:4438216

Jump to:navigation, search

zbMath1036.93068MaRDI QIDQ4438216

Hideo Nagai

Publication date: 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

integrability condition portfolio optimization infinite time horizon optimal strategies ergodic control problem Bellman equations securities markets

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Optimal stochastic control (93E20) Diffusion processes (60J60) Portfolio theory (91G10)

This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4438216&oldid=18487171"