INIS
risks
100%
stochastic processes
63%
cost
47%
values
46%
dynamics
36%
navier-stokes equations
31%
solutions
28%
optimization
26%
markov process
26%
utilities
24%
dynamic programming
21%
optimal control
21%
approximations
21%
control
21%
probability
20%
economics
15%
volatility
15%
multivariate analysis
15%
feedback
15%
mapping
15%
contracts
15%
noise
15%
norm
15%
assets
15%
space
12%
stocks
10%
policy
10%
algorithms
10%
power
10%
levels
10%
computerized simulation
8%
randomness
7%
convergence
7%
tin selenides
7%
periodicity
7%
compacts
5%
time dependence
5%
applications
5%
chains
5%
availability
5%
numerical analysis
5%
equations
5%
growth
5%
aggregation
5%
investment
5%
Keyphrases
Stochastic Navier-Stokes Equations
31%
Socio-economic Crisis
15%
Distorted Probabilities
15%
Mathematical Finance
15%
Dynamic Portfolio Optimization
15%
Stochastic Analysis
15%
Probability Operators
15%
Dynamic Programming
15%
Wealth Maximization
15%
Risk Agent
15%
Optimal Feedback Control
15%
Risk Mapping
15%
Conditional Risk
15%
Dynamic User Optimal
15%
Optimal Contract
15%
Unbounded Cost
15%
Cost Functional
15%
At-risk Criteria
15%
Multiplicative Noise
15%
Decomposability
15%
Multistage Programs
15%
Optimal Cost
15%
Bounded Random Variable
9%
Probability Distortion
7%
Optimal Policy
7%
Robust Optimal Control
7%
Discrete-time Markov Chain
7%
Dynamic Programming Algorithm
7%
Time Inconsistency
7%
Portfolio Optimization
7%
Underlying Stocks
7%
Dynamic Programming Equation
7%
Lower Semicontinuity
7%
Non-periodic
7%
Periodic Domain
7%
Infinite Horizon Problem
7%
Feedback Control
7%
Specific Cost
7%
Regulator Problem
7%
LQ Regulator
7%
Controlled Markov Process
7%
Stochastic Problems
7%
Multi-stage Stochastic
7%
Actuarial Modelling
5%
Stochastic Drift
5%
Riskless Asset
5%
Long-term Growth Rate
5%
Numerical Illustrations
5%
Finite Time Horizon
5%
Logarithmic Utility
5%
Mathematics
Risk Measure
42%
Value at Risk
20%
Utility Maximization
15%
Probability Theory
15%
Stochastics
15%
Optimal Feedback Control
15%
Real Agent
15%
Considered Problem
15%
Optimality
15%
Conditionals
15%
Strong Norm
15%
Multiplicative Noise
15%
Numerical Simulation
15%
Risk Level
10%
Exponential Utility
7%
Utility Function
7%
Continuous Time
7%
Compact Set
7%
Explicit Solution
7%
Discrete Time
7%
Optimal Control Theory
7%
Numerical Analysis
7%
Time Markov Chain
7%
Optimal Policy
7%
Horizon Problem
7%
Global Variable
7%
Optimal Strategy
7%
Total Cost
7%
Moment Function
7%
Slip Boundary Condition
7%
Random Variable
6%
Tail Event
5%
Gaussian Mixture Model
5%
Chebyshev Inequality
5%
Marginals
5%
Variance
5%
Dimensional Case
5%
