scientific article; zbMATH DE number 1738615

MaRDI QIDQ4529936zbMATH OpenFDO

Authors A. V. Vynograds'ka

Publication date 7 May 2002

zbMATH Keywords

\((B,S)\)-marketmean square optimal controlPontryagin's maximum principlestochastic equation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Auctions, bargaining, bidding and selling, and other market models (91B26) Optimal stochastic control (93E20)

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Cited in

(1)

• A stochastic model on stock market controlling strategy

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