Linear programming and the control of diffusion processes (Q2802245)

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scientific article; zbMATH DE number 6573369
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    Linear programming and the control of diffusion processes
    scientific article; zbMATH DE number 6573369

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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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      Linear programming and the control of diffusion processes (English)
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