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Property / full work available at URL: https://doi.org/10.1007/s00780-023-00502-4 / rank
 
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Latest revision as of 21:15, 31 July 2024

scientific article
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A continuous-time model of self-protection
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    A continuous-time model of self-protection (English)
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    12 April 2023
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    self-protection
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    prevention effort
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    dynamic programming
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    continuation utility
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    BSDEs
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