Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Adaptive Robust Control Under Model Uncertainty.
Adaptive robust control, Dynamic programming, Markov control problem, Model uncertainty, Portfolio allocation, Recursive confidence regions, Stochastic control
Adaptive Robust Control under Model Uncertainty.
Adaptive robust control, Dynamic programming, Markov control problem, Model uncertainty, Portfolio allocation, Recursive confidence regions, Stochastic control