Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"adaptiverobust dynamic programming"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Adaptive robust control
1
Control theory
1
Decision under uncertainty
1
Dynamic programming
1
Dynamische Optimierung
1
Entscheidung unter Unsicherheit
1
Gaussian surrogate processes
1
Kontrolltheorie
1
Markov chain
1
Markov-Kette
1
Mathematical programming
1
Mathematische Optimierung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Portfolio selection
1
Portfolio-Management
1
Stochastic process
1
Stochastischer Prozess
1
adaptiverobust dynamic programming
1
machine learning
1
mean-variance portfolio selection
1
model uncertainty
1
optimal portfolio allocation
1
recursive confidence regions
1
regression Monte Carlo
1
stochastic control
1
terminalcriteria
1
time-inconsistent Markoviancontrol problem
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Bielecki, Tomasz R.
1
Chen, Tao
1
Cialenco, Igor
1
Published in...
All
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection
Bielecki, Tomasz R.
;
Chen, Tao
;
Cialenco, Igor
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650186
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
