Optimal Control and Hedging of Operations in the Presence of Financial Markets
type: Item
instance of: scholarly article
title: Optimal Control and Hedging of Operations in the Presence of Financial Markets
zbMATH Open document ID: 1276.91099
author: René Caldentey
author: Martin B. Haugh
published in: Mathematics of Operations Research
publication date: 2008-05-27T00:00:00Z
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 49N90
Mathematics Subject Classification ID: 90B05
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 5279674
zbMATH Keywords: operations management
zbMATH Keywords: portfolio optimization
zbMATH Keywords: stochastic control
zbMATH Keywords: incomplete markets
MaRDI profile type: Publication
full work available at URL: moor.1050.0179
OpenAlex ID: W3121702817
DOI: 10.1287/MOOR.1050.0179
description: scientific article; zbMATH DE number 5279674