This article is cited in 1 paper

In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

Exact solution of an optimal control problem of investment in a diffusion model

E. B. Boguslavskaya

Steklov Mathematical Institute, Russian Academy of Sciences

MSC: 91B28, 91B16, 49J15, 33C10, 93E20

Accepted: 18.12.1996

DOI: 10.4213/rm829

 English version: Russian Mathematical Surveys, 1997, 52:2, 396–397

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