Optimal Control Models in Finance A New Computational Approach /
The determination of optimal financing and investment strategies (optimal capital structure or optimal mix of funds, optimal portfolio choice, etc.) for corporations and the economy are important for efficient allocation of resources in the economy. Optimal control methods have useful applications t...
Сохранить в:
| Главные авторы: | , |
|---|---|
| Соавтор: | |
| Формат: | Электронный ресурс eКнига |
| Язык: | English |
| Опубликовано: |
New York, NY :
Springer US : Imprint: Springer,
2005.
|
| Редактирование: | 1st ed. 2005. |
| Серии: | Applied Optimization,
95 |
| Предметы: | |
| Online-ссылка: | https://doi.org/10.1007/b101888 |
| Метки: |
Добавить метку
Нет меток, Требуется 1-ая метка записи!
|
Оглавление:
- Optimal Control Models in Finance
- The STV Approach to Financial Optimal Control Models
- A Financial Oscillator Model
- An Optimal Corporate Financing Model
- Further Computational Experiments and Results
- Conclusion.