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Publication:3108574
zbMath1247.91174MaRDI QIDQ3108574
Takashi Tamura, Yûsuke Watanabe
Publication date: 4 January 2012
Full work available at URL: http://iospress.metapress.com/content/d328m502l86366q0/fulltext.html
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Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Continuous-time Markov processes on discrete state spaces (60J27) Portfolio theory (91G10)
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