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Titlebook: Optimal Investment; L. C. G. Rogers Book 2013 Springer-Verlag Berlin Heidelberg 2013 91G10, 91G70, 91G80, 49L20, 65K15.Hamilton-jacobi-Bel

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Numerical Solution,chapters when analytic methods fail. The main technique is policy improvement, but this requires an effective translation of an optimization problem for a controlled diffusion into an optimization problem for a controlled Markov chain, and various techniques for this are discussed.
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ere both mechanism and kinetics have been directly obtained simultaneously, and much of the original ideas concerning the nature of the ice/gas interactions were made by inference from kinetic trends with temperature and pressure. In the first part of this chapter, the nature of the interaction betw
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L. C. G. Rogersameters, summarise their applications and discuss the theoretical and practical limits to the accuracy with which they can be estimated. The variation of raindrop shape with size and the typical raindrop size spectra are reviewed in Sect. 5.3. The following sections consider how to exploit the shape
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L. C. G. Rogersort free energy profile of a C1. /Cs. ion across the CC1.-H.O interface and found that the equilibrium transfer free energy of the ion increases from the bulk H.O phase into the nonpolar CCl. phase, which is opposite to the case for organic solutes. By decomposing the free energy into contributions
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d nonadditive potentials. Since derivatives of potential energy surfaces define forces, one may alternatively use the term “force fields” equivalently with “potentials”. This chapter will be devoted to many-body potentials of water molecules with emphasis on elucidating the physical origins of inter
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https://doi.org/10.1007/978-3-642-35202-791G10, 91G70, 91G80, 49L20, 65K15; Hamilton-jacobi-Bellman equation; Ito‘s formula; Optimal investment;
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