A model of investment behavior of enterprise owner in an imperfect capital market

DOI10.1134/S1995080222070198zbMath1498.91488OpenAlexW4290000646MaRDI QIDQ2675012

A. A. Spiridonov, N. K. Obrosova, Alexander A. Shananin

Publication date: 20 September 2022

Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1995080222070198

zbMATH Keywords

optimal controlviscosity solutionHJB equationimperfect capital marketCantor-Lippman modelinvestment's profitability

Mathematics Subject Classification ID

Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (2)

Analysis of mechanisms of production investment stimulation in an imperfect capital market based on a mathematical model ⋮ Analysis of the Model of Optimal Expansion of a Firm

Cites Work

• Financial bubbles existence in the Cantor-Lippman model for continuous time
• Investment Selection with Imperfect Capital Markets
• Optimal Investment Selection with a Multitude of Projects
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations

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