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Optimal Consumption-Investment Problems in Incomplete Markets with Stochastic Coefficients.

Netzahualcoyotl Castañeda-LeyvaDaniel Hernández-Hernández
Published in: SIAM J. Control. Optim. (2005)
Keyphrases
  • optimization problems
  • problems involving
  • stochastic optimization problems
  • weighting coefficients
  • data sets
  • neural network
  • image compression
  • basis functions
  • optimal control problems