On stochastic optimization problems and an application in finance
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. Additionally, using the dynamic programming approach, he exten...
| Main Author: | Strini, Josef Anton, |
|---|---|
| Other Authors: | SpringerLink (Online service) |
| Format: | eBook |
| Language: | English |
| Published: |
Wiesbaden, Germany :
Springer Spektrum,
2019.
|
| Physical Description: |
1 online resource (ix, 106 pages) : illustrations. |
| Series: |
BestMasters.
|
| Subjects: |
CMU Electronic Access
Electronic Resource Click Here| Location | Call Number: | Status |
|---|---|---|
| CMU Electronic Access | Available |