The Solution of an Optimal Control Problem in Financial Modeling

DOI10.1287/OPRE.19.6.1419MaRDI QIDQ5668581zbMATH OpenOpenAlexFDO

Authors Blaine E. Davis, D. J. Elzinga

Publication date 1971

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.19.6.1419

Mathematics Subject Classification ID

Decision theory (91B06)

Cited in

(1)

• Dynamic optimization models in finance: some extensions to the framework, models, and computation

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