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zbMath1157.93044MaRDI QIDQ3606318

Athanasios A. Pantelous, Grigoris I. Kalogeropoulos, Alexandros A. Zimbidis

Publication date: 26 February 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Brownian motion stochastic optimal control matrix Riccati differential equation portfolio of banking loans successive approximation of Picard

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic models in economics (91B70) Optimal stochastic control (93E20) Financial applications of other theories (91G80) Control/observation systems governed by ordinary differential equations (93C15)

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