Optimal investment decision under switching regimes of subsidy support
Year of publication: |
2020
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Authors: | Oliveira, Carlos ; Perkowski, Nicolas |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 285.2020, 1 (16.8.), p. 120-132
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Subject: | Dynamic programming | Optimal Stopping | Viscosity solutions | Switching stochastic differential equations | Optimal investment | Dynamische Optimierung | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Investitionsentscheidung | Investment decision | Portfolio-Management | Portfolio selection | Markov-Kette | Markov chain | Investition | Investment | Suchtheorie | Search theory |
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