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~institution:"Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze"
~subject:"optimal control"
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optimal control
feedback trading
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multivariate GARCH-M
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oil price dynamics
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Reputation systems
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accessibility
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bang-bang structure
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controllability
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electronic commerce
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electronic markets
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feedback behavior
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multi-particle system
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portfolio allocation
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speculation
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state/feedback linearizability
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Sarychev, Andrey
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Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze
Faculty of Economics, University of Cambridge
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Working Papers - Mathematical Economics
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Controlling Multiparticle System on the Line, I
Sarychev, Andrey
-
Dipartimento di Scienze per l'Economia e l'Impresa, …
-
2008
those: studying accessibility and controllability properties, structure properties and
feedback
linearization of respective …
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