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1 Ergebnisse
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Constrained Utility Deviation-Risk Optimization and Time-Co..:
Gu, Jia-Wen
;
Si, Shijing
;
Zheng, Harry
SIAM Journal on Control and Optimization. 58 (2020) 2 - p. 866-894 , 2020
Link:
https://doi.org/10.1137/19m1256014
RT Journal T1 <Title>Constrained Utility Deviation-Risk Optimization and Time-Consistent HJB Equation</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1137_19m1256014&Exemplar=1&LAN=DE A1 Gu, Jia-Wen A1 Si, Shijing A1 Zheng, Harry PB Society for Industrial & Applied Mathematics (SIAM) YR 2020 SN 0363-0129 SN 1095-7138 JF SIAM Journal on Control and Optimization VO 58 IS 2 SP 866 OP 894 LK http://dx.doi.org/https://doi.org/10.1137/19m1256014 DO https://doi.org/10.1137/19m1256014 SF ELIB - SuUB Bremen
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