Explicit solution of relative entropy weighted control (Q465547): Difference between revisions

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+A variational representation for certain functionals of Brownian motion
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+Malliavin Calculus Method for Asymptotic Expansion of Dual Control Problems
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+The Malliavin Calculus and Related Topics
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+A generalized clark representation formula, with application to optimal portfolios
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+Optimal Control of the Running Max
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