Bank management via stochastic optimal control (Q2507935)

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Bank management via stochastic optimal control
scientific article

    Statements

    title
    Bank management via stochastic optimal control (English)
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    published in
    Automatica
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    publication date
    5 October 2006
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    zbMATH Keywords
    dynamic programming: stochastic optimal control
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    financial institutions: banks
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    finance: management
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    91G80
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    49L20
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    91B30
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    zbMATH DE Number
    5060795
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