Baumann, Michael Heinrich
- Turnpike and dissipativity in generalized discrete-time stochastic linear-quadratic optimal control
2023/09/11 by Jonas Schießl, Schießl, Jonas, Ruchuan Ou +7 · 2 citations
Economics, Econometrics and Finance · Decision Sciences · #Stochastic processes and financial applications #Economic theories and models #Risk and Portfolio Optimization