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scientific article; zbMATH DE number 1484293
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    scientific article; zbMATH DE number 1484293

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      3 August 2000
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      pseudo-analysis
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      pseudo-Laplace transformation
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      utility function
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      operational calculus
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      exchange formula
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      dynamical programming
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      The authors introduce the so called pseudo-Laplace transform and show an analogue of the exchange formula. This approach allows them to develop a calculus similar to the calculus with the classical Laplace transform. They apply the pseudo-Laplace transform to find the maximum of the utility function in dynamical programming. For the entire collection see [Zbl 0872.00028].
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