Stochastic Control in Financial Models of Investment and Consumption.

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Title: Stochastic Control in Financial Models of Investment and Consumption.
Author: Rubtsov, Alexey
Advisors: Min Kang, Chair
Tao Pang, Member
Min Kang, Minor
Julie Ivy, Member
Salah Elmaghraby, Member
Date: 2011-12-12
Degree: Doctor of Philosophy
Discipline: Operations Research
URI: http://www.lib.ncsu.edu/resolver/1840.16/7435


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