Risk-sensitive control and an optimal investment model. II. (Q1872384)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-sensitive control and an optimal investment model. II. |
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Risk-sensitive control and an optimal investment model. II. (English)
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6 May 2003
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Risk-sensitive stochastic control
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optimal investment model
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long-term growth rate
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dynamic programming equation
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Riccati equation
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