Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Reference27 articles.
1. Bäuerle, N., Jaśkiewicz, A.: Risk-sensitive Divident problems. Eur. J. Oper. Res. 242, 161–171 (2015)
2. Bäuerle, N., Rieder, U.: MDP algorithms for portfolio optimization problems in pure jump markets. Financ. Stoch. 13, 591–611 (2009)
3. Bäuerle, N., Rieder, U.: Markov Decision Processes with Applications to Finance. Springer, Berlin (2011)
4. Bäuerle, N., Rieder, U.: More risk-sensitive Markov decision processes. Math. Oper. Res. 39, 105–120 (2014)
5. Bertsekas, D., Shreve, S.: Stochastic Optimal Control. Academic Press, New York (1978)
Cited by
14 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献