Optimal control problem with an integral equation as the control object (Q2653948): Difference between revisions

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Revision as of 23:15, 19 March 2024

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Optimal control problem with an integral equation as the control object
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    Optimal control problem with an integral equation as the control object (English)
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    15 January 2010
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    integral equation
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    control constraint
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    adjoint equation
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    maximum principle
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    portfolio selection problem
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    numerical solution
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