A Finite Fuel Stochastic Control Problem on a Finite Time Horizon (Q4030364)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Finite Fuel Stochastic Control Problem on a Finite Time Horizon |
scientific article |
Statements
A Finite Fuel Stochastic Control Problem on a Finite Time Horizon (English)
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1 April 1993
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gambling
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local time
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Itô process
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