Minimizing the Probability of Lifetime Ruin Under Ambiguity Aversion
Bayraktar, Erhan; Zhang, Yuchong
- 期刊名称SIAM Journal on Control and Optimization
- 作者Bayraktar, Erhan; Zhang, Yuchong
- 卷第53卷
- 期第1期
- 印刷ISSN0363-0129
- 电子ISSN1095-7138
- 文件大小942.90KB
- 发表时间2015-01
- DOI10.1137/140955999
- 页码58-90