On stochastic control problems with higher-order moments

Fuente: arXiv

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Bibliographic Details
Main Authors:	Wang, Yike, Liu, Jingzhen, Bensoussan, Alain, Yiu, Ka-Fai Cedric, Wei, Jiaqin
Format:	Preprint
Published:	2024
Subjects:	Mathematical Finance Optimization and Control Primary: 93E20, 91G80, Secondary: 91B08, 49N90
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2412.13521