A TRANSFORMATION METHOD FOR SOLVING THE HAMILTON–JACOBI–BELLMAN EQUATION FOR A CONSTRAINED DYNAMIC STOCHASTIC OPTIMAL ALLOCATION PROBLEM

Publisher： Cambridge University Press

E-ISSN： 1446-8735|55|1|14-38

ISSN： 1446-1811

Source： ANZIAM Journal, Vol.55, Iss.1, 2013-07, pp. : 14-38

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