scientific article; zbMATH DE number 6803241
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Publication:4589047
zbMath1375.91248MaRDI QIDQ4589047
Publication date: 6 November 2017
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic optimizationrobustnessdualityHJB equationexpected utilityportfolio choicestochastic PDEforward performance
Statistical methods; risk measures (91G70) Optimal stochastic control (93E20) Financial applications of other theories (91G80) Portfolio theory (91G10)
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