Vector-valued robust stochastic control

By Igor Cialenco, Gabriela Kováčová

Published 2024-06-28

Everscope rating

1425.2

Relevance to quantitative trading

8 / 10

Implementation complexity

9 / 10

Reproducibility

3 / 5

About this paper

Methodology: Vector-valued robust stochastic control. Problem types: Multi-objective Optimization, Stochastic Control, Portfolio Optimization, Risk Management.

arXiv:2407.00266 · Paper rankings

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