A General Stochastic Maximum Principle for Optimal Control Problems 论文

1990SIAM Journal on Control and Optimization引用 799
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Stochastic processes and financial applicationsRisk and Portfolio OptimizationOptimization and Variational Analysis
Optimization and Variational AnalysisStochastic processes and financial applicationsRisk and Portfolio Optimization
相关技术:Risk and Portfolio OptimizationOptimization and Variational Analysis
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