On nontraditional problems of portfolio management

DOI10.1134/S0081543810060192MaRDI QIDQ643776zbMATH OpenOpenAlexFDO

Authors O. I. Nikonov

Publication date 2 November 2011

Published in Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0081543810060192

zbMATH Keywords

differential inclusionseffective project and contractor portfolio of an enterpriseguaranteed controlportfolio investments

Mathematics Subject Classification ID

Pursuit and evasion games (49N75) Applications of optimal control and differential games (49N90) Portfolio theory (91G10)

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