An application of dynamic programming principle in corporate international optimal investment and consumption choice problem

DOI10.1155/2010/472867zbMath1205.91150OpenAlexW1986233949WikidataQ58653108 ScholiaQ58653108MaRDI QIDQ624702

Zongyuan Huang, Zhen Wu

Publication date: 9 February 2011

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/226784

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Utility theory (91B16) Portfolio theory (91G10)

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