Sufficient stochastic maximum principle in a regime-switching diffusion model (Q649123): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sufficient stochastic maximum principle in a regime-switching diffusion model |
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Sufficient stochastic maximum principle in a regime-switching diffusion model (English)
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30 November 2011
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sufficient maximum principle
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regime-switching
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optimal control
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mean-variance portfolio selection
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