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On Stochastic Optimization Problems and an Application in Finance - MaRDI portal

On Stochastic Optimization Problems and an Application in Finance (Q4631592)

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scientific article; zbMATH DE number 7045642
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English
On Stochastic Optimization Problems and an Application in Finance
scientific article; zbMATH DE number 7045642

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    On Stochastic Optimization Problems and an Application in Finance (English)
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    11 April 2019
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    stochastic optimal control
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    corporate finance
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    dynamic programming
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