The generalization of a class of impulse stochastic control models of a geometric Brownian motion (Q2267144)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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