Financing policies via stochastic control: a dynamic programming approach
From MaRDI portal
Publication:453634
DOI10.1007/s10898-011-9725-yzbMath1250.90059MaRDI QIDQ453634
Publication date: 27 September 2012
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://openresearch.lsbu.ac.uk/download/e99c116b7d2412527500eed6bef336f443438afefe8ad89af57e97f25760e0a0/261162/JOGO_Revision3_submitted.pdf
stochastic optimal control; viscosity solutions; company external financing; Hamilton Jacobi Bellman equation
90C15: Stochastic programming
90C39: Dynamic programming
91G50: Corporate finance (dividends, real options, etc.)
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