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Optimal Impulse Control of Portfolios - MaRDI portal

Optimal Impulse Control of Portfolios (Q3820325)

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Optimal Impulse Control of Portfolios
scientific article

    Statements

    title
    Optimal Impulse Control of Portfolios (English)
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    DOI
    10.1287/moor.13.4.588
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    author
    Kevin J. Hastings
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    J. F. Eastham
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    publication date
    1988
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    Mathematics Subject Classification ID
    91B28
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    91B62
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    93E20
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    60K99
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    zbMATH DE Number
    4093121
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    zbMATH Keywords
    optimal impulse control
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    portfolio-consumption problem
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    stochastic differential equations
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    quasi-variational inequalities
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    Wikidata QID
    Q56907676
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    OpenAlex ID
    W2153977482
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