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scientific article; zbMATH DE number 1897413
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scientific article; zbMATH DE number 1897413

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    author
    Agnès Sulem
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    Bernt Øksendal
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    publication date
    27 April 2003
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    zbMATH DE Number
    1897413
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    zbMATH Keywords
    combined stochastic control
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    optimal stopping
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    impulse control
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    Hamilton-Jacobi-Bellman variational inequality
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    portfolio optimization
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