On stochastic optimization problems and an application in finance
Auteur :
Strini, Josef Anton
Éditeur :
Springer Fachmedien Wiesbaden
ISBN :
9783658256906
Date de publication :
19 mars 2019
Dimensions :
21,0 x 14,8 cm
Langue :
Anglais
Pays d'origine :
Allemagne
Josef Anton Strini analyzes a special stochastic optimal control problem. The problem under study arose from a dynamic cash management model in finance, where decisions about the dividend and financing policies of a firm have to be made.