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Dynamic programming / Mathematical optimization / Partial differential equations / Stochastic control / Hamilton–Jacobi–Bellman equation / Optimal control / Bellman equation / Sturm–Liouville theory / Calculus / Mathematical analysis / Control theory
Date: 2011-01-05 10:31:21
Dynamic programming
Mathematical optimization
Partial differential equations
Stochastic control
Hamilton–Jacobi–Bellman equation
Optimal control
Bellman equation
Sturm–Liouville theory
Calculus
Mathematical analysis
Control theory

Optimal investment with high-watermark performance fee Karel Janeˇcek

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