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 @@
-Normal rank
@@ Property / author @@
-Janine Mukuddem-Petersen
@@ Property / author: Janine Mukuddem-Petersen / rank @@
-Normal rank
@@ Property / author @@
-Mark Adam Petersen
@@ Property / author: Mark Adam Petersen / rank @@
-Normal rank
@@ Property / author @@
+Janine Mukuddem-Petersen
@@ Property / author: Janine Mukuddem-Petersen / rank @@
+Normal rank
@@ Property / author @@
+Mark Adam Petersen
@@ Property / author: Mark Adam Petersen / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.automatica.2006.03.012
+Normal rank
@@ Property / OpenAlex ID @@
+W2067091303
@@ Property / OpenAlex ID: W2067091303 / rank @@
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@@ Property / cites work @@
+Q4404205
@@ Property / cites work: Q4404205 / rank @@
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@@ Property / cites work @@
+Q3285814
@@ Property / cites work: Q3285814 / rank @@
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@@ Property / cites work @@
+Q3773148
@@ Property / cites work: Q3773148 / rank @@
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@@ Property / cites work @@
+On a sufficient transversality condition for infinite horizon optimal control problems
+Normal rank
@@ Property / cites work @@
+Q4032143
@@ Property / cites work: Q4032143 / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous-time stochastic modelling of capital adequacy ratios for banks
+Normal rank
@@ Property / cites work @@
+Necessity of Transversality Conditions for Infinite Horizon Problems
+Normal rank
@@ Property / cites work @@
+Necessity of transversality conditions for stochastic problems.
+Normal rank
@@ Property / cites work @@
+Q4211565
@@ Property / cites work: Q4211565 / rank @@
+Normal rank
@@ Property / cites work @@
+Transversality condition and optimality in a class of infinite horizon continuous time economic models
+Normal rank
@@ Property / cites work @@
+STOCHASTIC APPROACH TO DIVIDEND EQUALIZATION FUND MODELLING AND SOLVENCY
+Normal rank
@@ Property / DOI @@
+.1016/J.AUTOMATICA.2006.03.012
@@ Property / DOI: 10.1016/J.AUTOMATICA.2006.03.012 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2507935