Author:
Bensoussan Alain,Siu Chi Chung,Yam Sheung Chi Phillip,Yang Hailiang
Subject
Electrical and Electronic Engineering,Control and Systems Engineering
Reference28 articles.
1. Portfolio optimization with Markov-modulated stock prices and interest rates;Bäuerle;IEEE Transactions on Automatic Control,2004
2. Stochastic games for N players;Bensoussan;Journal of Optimization Theory and Applications,2000
3. Optimal investment policies for a firm with a random risk process: exponential utility and minimizing the probability of ruin;Browne;Mathematics of Operations Research,1995
4. Stochastic differential portfolio games;Browne;Journal of Applied Probability,2000
5. Mathematical methods in risk theory;Bühlmann,1970
Cited by
109 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