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scientific article; zbMATH DE number 1069629
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    scientific article; zbMATH DE number 1069629

      Statements

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      1 October 1997
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      numerical schemes
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      value function
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      optimal policies
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      optimal investment
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      consumption model
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      singular stochastic control
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      convergence
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      viscosity solutions
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      Hamilton-Jacobi-Bellman equation
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      stochastic processes
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