Convex duality for stochastic singular control problems (Q525303)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex duality for stochastic singular control problems |
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Convex duality for stochastic singular control problems (English)
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3 May 2017
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convex duality
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singular control
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utility maximization
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irreversible investment
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incomplete markets
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