Optimal investment strategy to minimize occupation time (Q993736): Difference between revisions
From MaRDI portal
Created claim: MaRDI profile type (P1460): MaRDI publication profile (Q5976449), #quickstatements; #temporary_batch_1710401498911 |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1967542662 / rank | |||
Normal rank |
Revision as of 01:51, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal investment strategy to minimize occupation time |
scientific article |
Statements
Optimal investment strategy to minimize occupation time (English)
0 references
20 September 2010
0 references
occupation time
0 references
optimal investment
0 references
stochastic control
0 references
free-boundary problem
0 references