Optimal Control of Favorable Games with Expected Loss Constraint (Q3427777)

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Optimal Control of Favorable Games with Expected Loss Constraint
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    Optimal Control of Favorable Games with Expected Loss Constraint (English)
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    27 March 2007
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    stochastic control
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    constraint portfolio optimization
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    gambling theory
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    favorable games
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    inequalities for stochastic processes
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    gain-loss ratio
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