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Publication:3408234
zbMath1184.93121MaRDI QIDQ3408234
Publication date: 25 February 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
portfolio optimizationlinear-quadratic controlmean-variance modelstochastic incomeuncertain exit time
Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Portfolio theory (91G10)
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