Item Infomation
| Title: | Applications of Stochastic Optimal Control to Economics and Finance |
| Authors: | Federico, Salvatore [editor] | Ferrari, Giorgio [editor] | Regis, Luca [editor] |
| Keywords: | Stochastic Optimal Control; Kiểm soát tối ưu trong kinh tế; Kiểm soát tối ưu ngẫu nhiên |
| Issue Date: | 2020 |
| Publisher: | Basel, Switzerland: MDPI |
| Abstract: | Includes bibliographical references and index. Each model is rigorously mathematically funded and treated, and the numerical methods are employed to derive the optimal solution. The topics of the book's chapters range from optimal public debt management to optimal reinsurance, real options in energy markets, and optimal portfolio choice in partial and complete information settings. |
| URI: | http://thuvienso.thanglong.edu.vn//handle/TLU/12807 |
| Appears in Collections | Khoa học tự nhiên và công nghệ |
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