Dual Control Methods for a Mixed Control Problem with Optimal Stopping Arising in Optimal Consumption and Investment
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Published:2022-06
Issue:3
Volume:15
Page:641-661
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ISSN:1004-8979
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Container-title:Numerical Mathematics: Theory, Methods and Applications
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language:
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Short-container-title:NMTMA
Author:
Ma Jingtang,Xing Jie,Yang Shan
Publisher
Global Science Press
Subject
Applied Mathematics,Computational Mathematics,Control and Optimization,Modeling and Simulation