Модель поведения производителя при наличии случайных моментов получения кредита и инвестиций

DOI10.20948/MM-2020-04-02zbMath1443.91188OpenAlexW3015015749MaRDI QIDQ5112290

A. A. Zhukova

Publication date: 29 May 2020

Published in: Математическое моделирование (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/mm4169

zbMATH Keywords

stochastic optimal controlLagrange multipliers methodmodel of economic agent

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Optimal stochastic control (93E20) Corporate finance (dividends, real options, etc.) (91G50) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

Cites Work

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• Intertemporal general equilibrium model of the Russian economy based on national accounts deaggregation
• The Lagrange method of optimization with applications to portfolio and investment decisions
• Optimal control without solving the Bellman equation
• Applied stochastic control of jump diffusions

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