Maximum principle of optimal stochastic control with terminal state constraint and its application in finance (Q1621178): Difference between revisions

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Revision as of 04:06, 5 March 2024

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Maximum principle of optimal stochastic control with terminal state constraint and its application in finance
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    Maximum principle of optimal stochastic control with terminal state constraint and its application in finance (English)
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    8 November 2018
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    finite-codimensional condition
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    mean-variance portfolio selection problem
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    stochastic maximum principle
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    terminal state constraint
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