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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