UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL (Q3012767): Difference between revisions

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UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL
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    UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL (English)
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    6 July 2011
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    equation of optimality
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    optimal control
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    portfolio selection
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    principle of optimality
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    uncertain process
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