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ON THE STABILITY OF CONTINUOUS-TIME PORTFOLIO PROBLEMS WITH STOCHASTIC OPPORTUNITY SET

✍ Scribed by Ralf Korn; Holger Kraft

Book ID
110757033
Publisher
John Wiley and Sons
Year
2004
Tongue
English
Weight
102 KB
Volume
14
Category
Article
ISSN
0960-1627

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πŸ“œ SIMILAR VOLUMES

On the practical stability of optimal st
On the practical stability of optimal stochastic control systems with dead-time
✍ Z.J. Palmor πŸ“‚ Article πŸ“… 1982 πŸ› Elsevier Science 🌐 English βš– 175 KB

The practical stability of optimal stochastic control systems for processes having dead-times is considered. Previously obtained necessary conditions for practical stability of such systems are generalized using Pontryagin's theorem on the roots of two-variable polynomials. The conditions are expres