On a Model for the Efficient Operation of a Bank or Insurance Company

DOI10.1137/060653408zbMath1151.91057arXivmath/0602397OpenAlexW1968182186MaRDI QIDQ3544222

Joseph G. Conlon, Hyekyung Min

Publication date: 5 December 2008

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0602397

zbMATH Keywords

financestochastic control theory

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60)

This page was built for publication: On a Model for the Efficient Operation of a Bank or Insurance Company