Financing policies via stochastic control: a dynamic programming approach (Q453634): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 90C15 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 90C39 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G50 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6087683 / rank | |||
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| Property / zbMATH Keywords | |||
stochastic optimal control | |||
| Property / zbMATH Keywords: stochastic optimal control / rank | |||
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Hamilton Jacobi Bellman equation | |||
| Property / zbMATH Keywords: Hamilton Jacobi Bellman equation / rank | |||
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viscosity solutions | |||
| Property / zbMATH Keywords: viscosity solutions / rank | |||
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company external financing | |||
| Property / zbMATH Keywords: company external financing / rank | |||
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Revision as of 12:03, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Financing policies via stochastic control: a dynamic programming approach |
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Financing policies via stochastic control: a dynamic programming approach (English)
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27 September 2012
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stochastic optimal control
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Hamilton Jacobi Bellman equation
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viscosity solutions
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company external financing
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