Entrepreneurial decisions on effort and project with a nonconcave objective function
Alain Bensoussan; Abel Cadenillas; Hyeng Keun Koo
| Year of publication: |
2015
|
|---|---|
| Authors: | Bensoussan, Alain ; Cadenillas, Abel ; Koo, Hyeng-keun |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 40.2015, 4, p. 902-914
|
| Subject: | nonconcave objective function | stochastic control | martingales | convex analysis | dynamic programming | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Dynamische Optimierung | Dynamic programming | Entscheidung | Decision | Nutzenfunktion | Utility function | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011408979