Optimal control problem with an integral equation as the control object (Q2653948)

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scientific article; zbMATH DE number 5658554
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    Optimal control problem with an integral equation as the control object
    scientific article; zbMATH DE number 5658554

      Statements

      Optimal control problem with an integral equation as the control object (English)
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      15 January 2010
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      integral equation
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      control constraint
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      adjoint equation
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      maximum principle
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      portfolio selection problem
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      numerical solution
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