Optimal Financial Benchmark Tracking in a Market with Unbounded Random Coefficients
Author:
Affiliation:
1. Applied College, University of Tabuk,Tabuk,Saudi Arabia,71491
2. The University of Liverpool,Department of Mathematical Sciences,Liverpool,UK,L69 7ZL
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/10284032/10284045/10284390.pdf?arnumber=10284390
Reference26 articles.
1. Robust risk‐sensitive control
2. Indefinite risk-sensitive control
3. Introduction to Stochastic Calculus with Applications
4. Optimal regulators for a class of nonlinear stochastic systems
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1. Optimal Investment in a Market with Borrowing, Unbounded Random Coefficients, and a Random Time-Horizon;2024 UKACC 14th International Conference on Control (CONTROL);2024-04-10
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