Dynamic Programming for a Stochastic Markovian Process with an Application to the Mean Variance Models
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Publication:4127667
DOI10.1287/mnsc.23.6.612zbMath0355.90071MaRDI QIDQ4127667
Publication date: 1977
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.23.6.612
91B16: Utility theory
90C40: Markov and semi-Markov decision processes
49L99: Hamilton-Jacobi theories
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