Stochastic Dynamic Optimization with Discounted Stochastic Dominance Constraints (Q3399255)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Dynamic Optimization with Discounted Stochastic Dominance Constraints |
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Stochastic Dynamic Optimization with Discounted Stochastic Dominance Constraints (English)
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29 September 2009
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stochastic control
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stochastic programming
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stochastic orders
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risk
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utility
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maximum principle
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