Coherent multiperiod risk adjusted values and Bellman’s principle
2006 ◽
Vol 152
(1)
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pp. 5-22
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1987 ◽
Vol 124
(4-5)
◽
pp. 220-222
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2016 ◽
Vol 68
(1)
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pp. 47-69
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Keyword(s):
Dynamic Phasor Estimates Under the Bellman's Principle of Optimality: The Taylor-LQG-Fourier Filters
2013 ◽
Vol 62
(12)
◽
pp. 3137-3147
◽
2009 ◽
Vol 3
(1)
◽
pp. 5-12