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Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function - MaRDI portal

Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function (Q3465939)

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Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function
scientific article

    Statements

    title
    Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function (English)
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    author
    Abel Cadenillas
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    Hyeng Keun Koo
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    Alain Bensoussan
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    publication date
    29 January 2016
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    zbMATH Keywords
    nonconcave objective function
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    stochastic control
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    martingales
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    convex analysis
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    dynamic programming
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    cites work
    Q5423774
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    Q3446272
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    Q4002114
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    Identifiers

    Mathematics Subject Classification ID
    90B50
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    90C39
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    90C46
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    60H30
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    91B70
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    zbMATH DE Number
    6537339
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    OpenAlex ID
    W2167286763
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