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"Constrained Stochastic LQ Control with Random Coefficients, and ..."
Ying Hu, Xun Yu Zhou (2005)
- Ying Hu, Xun Yu Zhou:
Constrained Stochastic LQ Control with Random Coefficients, and Application to Portfolio Selection. SIAM J. Control. Optim. 44(2): 444-466 (2005)
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