"On the separation of estimation and control in risk-sensitive investment ..."

Sébastien Lleo, Wolfgang J. Runggaldier (2024)

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DOI: 10.1016/J.EJOR.2024.01.044

access: closed

type: Journal Article

metadata version: 2024-08-02

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Sébastien Lleo, Wolfgang J. Runggaldier:
On the separation of estimation and control in risk-sensitive investment problems under incomplete observation. Eur. J. Oper. Res. 316(1): 200-214 (2024)

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