Optimal Investment in the Development of Oil and Gas Field

DOI10.1007/978-3-030-58657-7_27zbMath1458.91192arXiv2005.14523OpenAlexW3174462431MaRDI QIDQ4965124

Roman Plotnikov, Adil I. Erzin, Gregory Melidi, Alexei Korobkin, Stepan Nazarenko

Publication date: 25 February 2021

Published in: Mathematical Optimization Theory and Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.14523

zbMATH Keywords

investment portfolio optimizationproduction limits

Mathematics Subject Classification ID

Dynamic programming (90C39) Portfolio theory (91G10) Mathematical economics and fuzziness (91B86)

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Cites Work

• Optimum consumption and portfolio rules in a continuous-time model
• Optimal consumption and portfolio policies when asset prices follow a diffusion process
• Strategic asset allocation
• Portfolio selection: a review
• A generalized clark representation formula, with application to optimal portfolios
• Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
• A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
• Variable neighborhood search: Principles and applications

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