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Author(s): Unsalan
Using futures and options to enter the commodities market
Construct and execute simple
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Optimal Control two-sigma Author(s): UnsalanSystems that evolve with time occur frequently in nature and modelling the behaviour of such systems provides an important application of mathematics. These systems can be completely deterministic, but it may be possible too to control their behaviour by intervention through 'controls'. The theory of optimal control is concerned with determining such controls which, at minimum cost, either direct the system along a given trajectory or enable it to
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