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Showing 1 to 1 of 1 for “"optimal growth model"”.
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Deterministic and Stochastic Bellman's Optimality Principles on Isolated Time Domains and Their Applications in Finance
… deterministic and stochastic dynamic programming models in finance. <br /> In the first chapter, we give a brief history of dynamic programming and we introduce the essentials of theory. Unlike economists, who have analyzed the dynamic programming on discrete, that is, periodic and continuous time …