On Long Term Investment Optimality - Puhalskii, Anatolii A. (Applied mathematics & optimization, 2019)
Keywords: Benchmarks; Calculus of Variations and Optimal Control; Optimization; Control; Criteria; Decay rate; Differential equations; Dynamic programming; Economic models; Investment; Mathematical and Computational Physics; Mathematical Methods in Physics; Mathematics; Mathematics and Statistics; Numerical and Computational Physics; Optimal control; Optimization; Risk; Simulation; Systems Theory; Theoretical