A risk-sensitive stochastic control approach to an optimal investment problem with partial information

2006 ◽  
Vol 10 (3) ◽  
pp. 395-426 ◽  
Author(s):  
Hiroaki Hata ◽  
Yasunari Iida
Keyword(s):  
Stochastic Control ◽  
Partial Information ◽  
Optimal Investment ◽  
Control Approach ◽  
Investment Problem ◽  
Risk Sensitive ◽  
Optimal Investment Problem

scholarly journals Optimal investment problem with delay under partial information

2019 ◽  
Vol 0 (0) ◽  
pp. 0-0
Author(s):  
Shuaiqi Zhang ◽  
◽  
Jie Xiong ◽  
Xin Zhang ◽  
◽  
...  
Keyword(s):  
Partial Information ◽  
Optimal Investment ◽  
Investment Problem ◽  
Optimal Investment Problem

Optimal investment problem under behavioral setting: A Lagrange duality perspective

2021 ◽  
Author(s):  
Xiuchun Bi ◽  
Lvning Yuan ◽  
Zhenyu Cui ◽  
Jiacheng Fan ◽  
Shuguang Zhang
Keyword(s):  
Optimal Investment ◽  
Lagrange Duality ◽  
Investment Problem ◽  
Optimal Investment Problem

On a Nonlinear Optimal Investment Problem

2003 ◽  
Vol 39 (11) ◽  
pp. 1603-1608
Author(s):  
M. S. Nikol'skii
Keyword(s):  
Optimal Investment ◽  
Investment Problem ◽  
Optimal Investment Problem
Sign in / Sign up

Export Citation Format

Share Document