This article is cited in 15 papers

Stochastic Systems

Optimal Control of Discretionary Portfolio

A. I. Kibzun, E. A. Kuznetsov

Moscow State Aviation Institute

UDC: 519.213

Presented by the member of Editorial Board: V. B. Kolmanovskii

Received: 25.01.2001

 English version: Automation and Remote Control, 2001, 62:9, 1489–1501

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