Financing policies via stochastic control: a dynamic programming approach
Year of publication: |
2012
|
---|---|
Authors: | Cerqueti, Roy |
Published in: |
Journal of Global Optimization. - Springer. - Vol. 53.2012, 3, p. 539-561
|
Publisher: |
Springer |
Subject: | Stochastic optimal control | Dynamic programming | Hamilton Jacobi Bellman equation | Viscosity solutions | Company external financing |
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