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Baumann, Michael Heinrich

  1. Turnpike and dissipativity in generalized discrete-time stochastic linear-quadratic optimal control
    2023/09/11 by Jonas Schießl, Schießl, Jonas, Ruchuan Ou +7 · 2 citations
    Economics, Econometrics and Finance · Decision Sciences · #Stochastic processes and financial applications #Economic theories and models #Risk and Portfolio Optimization