Optimal control models in finance. A new computational approach.

zbMath1070.91022MaRDI QIDQ1762580

Sardar M. N. Islam, Pinq Chen

Publication date: 11 February 2005

Published in: Applied Optimization (Search for Journal in Brave)

zbMATH Keywords

bang-bang controlcomputational algorithmsfinancial oscillator modeloptimal aggregate investment planning modeloptimal corporate financing modelpiecewise-linear transformationswitching time variable algorithm

Mathematics Subject Classification ID

Related Items (6)

Optimal control: theory and application to science, engineering, and social sciences ⋮ Bifurcation analysis for energy transport system and its optimal control using parameter self-tuning law ⋮ Convergence Analysis of Leapfrog for Geodesics ⋮ Error Analysis of Fully Discrete Finite Element Approximations to an Optimal Control Problem Governed by a Time-Fractional PDE ⋮ A stochastic dynamic multiobjective model for sustainable decision making ⋮ On spectral Petrov-Galerkin method for solving optimal control problem governed by a two-sided fractional diffusion equation

Uses Software

• SCOM

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