Monotonicity and Bounds for Convex Stochastic Control Models
Year of publication: |
1994
|
---|---|
Authors: | Rieder, Ulrich ; Zagst, Rudi |
Published in: |
Zeitschrift für Operations-Research : ZOR ; mathematical methods of operations research. - Heidelberg : Physica-Verl, ISSN 0340-9422, ZDB-ID 2467379. - Vol. 39.1994, 2, p. 187-208
|
Saved in:
Saved in favorites
Similar items by person
-
Monotonicity and bounds for convex stochastic control models
Rieder, Ulrich, (1994)
-
Optimal deterministic investment strategies for insurers
Bäuerle, Nicole, (2013)
-
Markov decision processes with applications to finance
Bäuerle, Nicole, (2011)
- More ...