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THE FINANCIAL APPLICATIONS OF RANDOM CONTROL PROBLEM IN CONTINUOUS TIME

Journal: International Journal of Engineering Sciences & Research Technology (IJESRT) (Vol.4, No. 4)

Publication Date:

Authors : ; ; ;

Page : 134-139

Keywords : control problem; value function; random differential equation;

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Abstract

The aim of the present paper is to find the value function and optimal control for controlled problem described by continuous time model

Last modified: 2015-04-21 23:04:38