21
Views
8
CrossRef citations to date
0
Altmetric
Original Articles

Risk-sensitive optimal investment policy

&
Pages 183-192 | Received 23 Apr 1992, Published online: 16 May 2007

REFERENCES

  • BERTSEKAS , D. P. , 1976 , Dynamic Programming and Stochastic Control ( New York Academic Press ).
  • KUHN , J. , 1985 , J. Appl. Prob. , 22 , 796 .
  • LEFEBVRE , M. , 1987 , Int. J. Systems Sci. , 18 , 75 .
  • LUENBERGER , D. G. , 1975 , IEEE Trans, auiom. Control , 20 , 184 .
  • Ross , S. M. , 1989 , Introduction to Probability Models , fourth edition ( San Diego , California Academic Press ).
  • WHITTLE , P. , 1982 , Optimization over Time , Vol. I ( Chichester , U.K. Wiley ) ; 1990, Risk-Sensitive Optimal Control (Chichester, U.K. Wiley) .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.