Keyphrases
Dynamical Programming
100%
Regime Switching
100%
Risk-sensitive Portfolio Optimization
100%
Default Contagion
100%
Value Function
66%
Classical Solution
66%
Optimal Feedback
66%
Feedback Strategies
66%
Control Problem
33%
Equation-based
33%
Infinite Dimension
33%
State Space
33%
Original Problem
33%
Original System
33%
Portfolio Allocation
33%
Risk Control
33%
Credit Market
33%
Nonlinear Dynamical
33%
Verification Theorem
33%
Markovian Regime Switching
33%
Default State
33%
Regime-switching Process
33%
Monotone Dynamical Systems
33%
Truncation Argument
33%
Infinite Sets
33%
Finite State
33%
Finite State Space
33%
Risk-based Portfolios
33%
Mathematics
Function Value
100%
Classical Solution
100%
Control Problems
50%
Open Problem
50%
Dynamical System
50%
Infinite Set
50%
Truncation
50%