Identification and control in the partially known Merton portfolio selection model
type: Item
instance of: scholarly article
title: Identification and control in the partially known Merton portfolio selection model
zbMATH Open document ID: 0792.90008
DOI: 10.1007/BF00940720
author: V. Pereyra
published in: Journal of Optimization Theory and Applications
publication date: 1994-07-17T00:00:00Z
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 557832
zbMATH Keywords: adaptive control
zbMATH Keywords: identification
zbMATH Keywords: partial observation
zbMATH Keywords: Merton two-asset portfolio selection model
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 557832