A new approach to stochastic optimization (Q1935299)
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scientific article; zbMATH DE number 6136281
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new approach to stochastic optimization |
scientific article; zbMATH DE number 6136281 |
Statements
A new approach to stochastic optimization (English)
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14 February 2013
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stochastic optimization
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HJB PDE
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investment
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portfolio
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duality method
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variational methods
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utility function
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