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scientific article; zbMATH DE number 2015381
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 2015381 |
Statements
2002
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securities markets
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optimal strategies
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portfolio optimization
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ergodic control problem
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Bellman equations
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infinite time horizon
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integrability condition
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