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Continuous-time Stochastic Control and Optimization with Financial Applications
by
Pham
,
Huyn̊
.
Published 2009
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Related Subjects
Calculus of Variations and Optimal Control; Optimization
Distribution (Probability theory)
Finance
Game Theory, Economics, Social and Behav. Sciences
Mathematical optimization
Mathematics
Probability Theory and Stochastic Processes
Quantitative Finance
Systems Theory, Control
Systems theory
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