Linear Programming and the Control of Diffusion Processes (Q2802245)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear Programming and the Control of Diffusion Processes |
scientific article |
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Linear Programming and the Control of Diffusion Processes (English)
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25 April 2016
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portfolio optimization
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diffusion processes
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linear programming
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duality
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