✦ LIBER ✦

Stochastic Maximum Principle for a Kind of Risk-sensitive Optimal Control Problem and Application to Portfolio Choice

✍ Scribed by Guang-Chen WANG; Zhen WU

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Maximum Principle for a Stochastic Optim

✍ W. S. Xu 📂 Article 📅 1998 🏛 Springer 🌐 English ⚖ 378 KB

Maximum Principle for Risk-Sensitive Sto

✍ Shi, Jingtao; Wu, Zhen 📂 Article 📅 2012 🏛 Taylor and Francis Group 🌐 English ⚖ 277 KB

The Maximum Principle for One Kind of St

✍ Shao Lin Ji; Zhen Wu 📂 Article 📅 2007 🏛 Institute of Mathematics, Chinese Academy of Scien 🌐 English ⚖ 404 KB

A maximum principle for relaxed stochast

✍ Daniel Andersson; Boualem Djehiche 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 340 KB

Sufficient Stochastic Maximum Principle

✍ N.C. Framstad; B. Øksendal; A. Sulem 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 141 KB

Sufficient Stochastic Maximum Principle

✍ N. C. Framstad; B. Øksendal; A. Sulem 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 46 KB