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scientific article
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scientific article

    Statements

    author
    Hideo Nagai
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    publication date
    1 July 2008
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    zbMATH Keywords
    portfolio optimization
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    hidden Markov factors
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    stochastic control under partial information
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    risk-sensitive control
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    HJB-equations
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    viscosity solutions
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    91G80
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    49L20
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    49L25
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    zbMATH DE Number
    5295989
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