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scientific article
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scientific article

    Statements

    author
    Mark H. A. Davis
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    publication date
    1988
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    Mathematics Subject Classification ID
    60J55
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    60H10
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    49J55
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    93E20
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    49J30
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    zbMATH DE Number
    4072073
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    zbMATH Keywords
    control problem
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    utility function
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    optimal buying and selling policies
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    local times
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