Optimal investment strategies with a reallocation constraint
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Publication:992044
DOI10.1007/s00186-010-0306-5zbMath1196.49003OpenAlexW2077472541WikidataQ57635922 ScholiaQ57635922MaRDI QIDQ992044
Feyzullah Egriboyun, Halil Mete Soner
Publication date: 8 September 2010
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-010-0306-5
Dynamic programming in optimal control and differential games (49L20) Nonlinear parabolic equations (35K55) Diffusion processes (60J60) Existence theories for optimal control problems involving partial differential equations (49J20) Portfolio theory (91G10)
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