The Inverse Optimal Problem: A Dynamic Programming Approach (Q3790903)

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The Inverse Optimal Problem: A Dynamic Programming Approach
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    The Inverse Optimal Problem: A Dynamic Programming Approach (English)
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    1988
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    Ito's lemma
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    stochastic inverse optimization problem
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    stochastic descriptive growth equation
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    stochastic optimal growth
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    stochastic differential equation
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    Wiener process
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