Dynamic Programming for a Stochastic Markovian Process with an Application to the Mean Variance Models
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Publication:4127667
DOI10.1287/mnsc.23.6.612zbMath0355.90071OpenAlexW2171887431MaRDI 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
Utility theory (91B16) Markov and semi-Markov decision processes (90C40) Hamilton-Jacobi theories (49L99)
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