On Stochastic Optimization Problems and an Application in Finance

DOI10.1007/978-3-658-25691-3zbMath1414.93002OpenAlexW2920959958MaRDI QIDQ4631592

Josef Anton Strini

Publication date: 11 April 2019

Published in: BestMasters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-658-25691-3

zbMATH Keywords

dynamic programmingstochastic optimal controlcorporate finance

Mathematics Subject Classification ID

Dynamic programming (90C39) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20) Financial applications of other theories (91G80) Corporate finance (dividends, real options, etc.) (91G50)

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