Financing policies via stochastic control: a dynamic programming approach

Roy Cerqueti

Journal of Global Optimization, 2012, vol. 53, issue 3, 539-561

Keywords: Stochastic optimal control; Dynamic programming; Hamilton Jacobi Bellman equation; Viscosity solutions; Company external financing (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s10898-011-9725-y

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