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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Dynamic optimization in natural resources management
Halkos, George
-
Volkswirtschaftliche Fakultät, …
-
2010
Pontryagin’s
maximum
principle
. Moreover traditional economic theory, up to the middle of twentieth century, builds up the …
Persistent link: https://www.econbiz.de/10008534554
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2
Optimal Cash Management Under Uncertainty
Bensoussan, Alain
;
Chutani, Anshuman
;
Sethi, Suresh
-
Volkswirtschaftliche Fakultät, …
-
2009
stock. We use a stochastic
maximum
principle
to obtain explicitly the optimal transaction policy. …
Persistent link: https://www.econbiz.de/10008567676
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3
Dynamic Programming,
Maximum
Principle
and Vintage Capital
Fabbri, Giorgio
;
Iacopetta, Maurizio
-
Volkswirtschaftliche Fakultät, …
-
2007
We present an application of the Dynamic Programming (DP) and of the
Maximum
Principle
(MP) to solve an optimization …
Persistent link: https://www.econbiz.de/10005617157
Saved in:
4
Risk-based decisions on assets structure of a bank — partially observed economic conditions
Hałaj, Grzegorz
-
Volkswirtschaftliche Fakultät, …
-
2006
condition resulting from partial observation of parameter of maximized functional. Stochastic
Maximum
Principle
reduces the …
Persistent link: https://www.econbiz.de/10005790164
Saved in:
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