Near-optimal mean–variance controls under two-time-scale formulations and applications
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Publication:5410807
DOI10.1080/17442508.2013.795567zbMath1284.93266arXiv1401.4476OpenAlexW3103833071MaRDI QIDQ5410807
George Yin, Zhixin Yang, Hong-Wei Zhang, L. Y. Wang
Publication date: 17 April 2014
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1401.4476
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Cites Work
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