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Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management

✍ Scribed by Tomasz Bielecki; Daniel Hernández-Hernández; Stanley R. Pliska

Publisher: Springer
Year: 1999
Tongue: English
Weight: 168 KB
Volume: 50
Category: Article
ISSN: 0340-9422
DOI: 10.1007/s001860050094

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