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On stochastic optimization problems and an application in finance
Josef Anton Strini analyzes a special stochastic optimal control problem. The problem under study arose from a dynamic cash management model in finance, where decisions about the dividend and financing policies of a firm have to be made. Additionally, using the dynamic programming approach, he exten...
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| Lenguaje: | eng |
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Springer
2019
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| Acceso en línea: | https://dx.doi.org/10.1007/978-3-658-25691-3 http://cds.cern.ch/record/2670575 |