Necessity of transversality conditions for stochastic problems
Year of publication: |
2003
|
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Authors: | Kamihigashi, Takashi |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 109.2003, 1, p. 140-149
|
Subject: | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process | CAPM | Theorie | Theory |
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