A transformation method for solving the Hamilton-Jacobi-Bellman equation for a constrained dynamic stochastic optimal allocation problem (Q2874280)

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scientific article; zbMATH DE number 6251724
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A transformation method for solving the Hamilton-Jacobi-Bellman equation for a constrained dynamic stochastic optimal allocation problem
scientific article; zbMATH DE number 6251724

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    29 January 2014
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    A transformation method for solving the Hamilton-Jacobi-Bellman equation for a constrained dynamic stochastic optimal allocation problem (English)
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