Dynamic programming via measurable selection

MaRDI QIDQ3630263zbMATH OpenFDO

Authors Roy Cerqueti

Publication date 3 June 2009

zbMATH Keywords

dynamic programmingexit timemeasurable selectionstochastic optimal control

Mathematics Subject Classification ID

Dynamic programming (90C39) Optimal stochastic control (93E20)

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(3)

• Optimal investment in research and development under uncertainty
• scientific article; zbMATH DE number 176108 (Why is no real title available?)
• Financing policies via stochastic control: a dynamic programming approach

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