Dynamic mean-variance problem with constrained risk control for the insurers.

Lihua Bai Huayue Zhang

Published in: Math. Methods Oper. Res. (2008)

Keyphrases

control system
optimal control
control problems
portfolio optimization
data structure
risk management
quasi linear
risk measures
control theory
dynamically changing
process control
machine learning
dynamic environments
decision trees
knowledge base
decision making
artificial intelligence