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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...

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Bibliografiska uppgifter
Huvudupphovsmän: Chen, Ping. (Författare, medförfattare, http://id.loc.gov/vocabulary/relators/aut), Islam, Sardar M. N. (http://id.loc.gov/vocabulary/relators/aut)
Institutionell upphovsman: SpringerLink (Online service)
Materialtyp: Elektronisk E-bok
Språk:English
Publicerad: New York, NY : Springer US : Imprint: Springer, 2005.
Upplaga:1st ed. 2005.
Serie:Applied Optimization, 95
Ämnen:
Calculus of variations.
Mathematical optimization.
Calculus of Variations and Optimal Control; Optimization.
Optimization.
Länkar:https://doi.org/10.1007/b101888
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Innehållsförteckning:
  • 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.

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