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