Bank management via stochastic optimal control (Q2507935): Difference between revisions

@@ Property / DOI @@
-.1016/j.automatica.2006.03.012
@@ Property / DOI: 10.1016/j.automatica.2006.03.012 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.automatica.2006.03.012
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+Q3773148
@@ Property / cites work: Q3773148 / rank @@
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@@ Property / cites work @@
+On a sufficient transversality condition for infinite horizon optimal control problems
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+Q4032143
@@ Property / cites work: Q4032143 / rank @@
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+Continuous-time stochastic modelling of capital adequacy ratios for banks
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+Necessity of Transversality Conditions for Infinite Horizon Problems
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+Necessity of transversality conditions for stochastic problems.
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+Q4211565
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+Transversality condition and optimality in a class of infinite horizon continuous time economic models
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@@ Property / cites work @@
+STOCHASTIC APPROACH TO DIVIDEND EQUALIZATION FUND MODELLING AND SOLVENCY
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@@ Property / DOI @@
+.1016/J.AUTOMATICA.2006.03.012
@@ Property / DOI: 10.1016/J.AUTOMATICA.2006.03.012 / rank @@
+Normal rank