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A Stochastic Control Approach to Portfolio Problems with Stochastic Interest Rates.

Ralf KornHolger Kraft
Published in: SIAM J. Control. Optim. (2002)
Keyphrases
  • stochastic control
  • queueing systems
  • control problems
  • optimal control
  • operations management
  • machine learning
  • decision making
  • markov random field
  • steady state
  • stochastic processes