Optimal Impulse Control of Portfolios (Q3820325)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Impulse Control of Portfolios |
scientific article |
Statements
Optimal Impulse Control of Portfolios (English)
0 references
1988
0 references
optimal impulse control
0 references
portfolio-consumption problem
0 references
stochastic differential equations
0 references
quasi-variational inequalities
0 references
