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"Optimal Solution of Investment Problems Via Linear Parabolic Equations ..."

Nikolai Dokuchaev (2005)

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DOI: 10.1137/S036301290342557X

access: closed

type: Journal Article

metadata version: 2022-01-25

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Nikolai Dokuchaev:
Optimal Solution of Investment Problems Via Linear Parabolic Equations Generated by Kalman Filter. SIAM J. Control. Optim. 44(4): 1239-1258 (2005)

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