The generalization of a class of impulse stochastic control models of a geometric Brownian motion (Q2267144)

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The generalization of a class of impulse stochastic control models of a geometric Brownian motion
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    The generalization of a class of impulse stochastic control models of a geometric Brownian motion (English)
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    26 February 2010
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    impulse stochastic control
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    geometric Brownian motion
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    variational equation
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    optimal control
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