Optimal investment strategy to minimize occupation time (Q993736)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal investment strategy to minimize occupation time |
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
