Optimization of market stochastic dynamics

DOI10.1007/S43069-020-00028-XMaRDI QIDQ2226488zbMATH OpenOpenAlexFDO

Authors Paramahansa Pramanik

Publication date 8 February 2021

Published in SN Operations Research Forum (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s43069-020-00028-x

zbMATH Keywords

stochastic controlFeynman-type path integral

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Optimal stochastic control (93E20)

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Cited in

(5)

• scientific article; zbMATH DE number 2148411 (Why is no real title available?)
• scientific article; zbMATH DE number 5305171 (Why is no real title available?)
• scientific article; zbMATH DE number 686947 (Why is no real title available?)
• Optimal lock-down intensity: a stochastic pandemic control approach of path integral
• Scoring a goal optimally in a soccer game under Liouville-like quantum gravity action

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