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McKean–Vlasov Limit in Portfolio Optimization

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References

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1999Risk-Sensitive Dynamic Asset Management290 cited
1982Stochastic Control by Functional Analysis Methods204 cited

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2020Indefinite mean-field type linear–quadratic stochastic optimal control problems34 cited
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2013A Mean-Field Necessary and Sufficient Conditions for Optimal Singular Stochastic Control28 cited
2013Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs28 cited

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