EAN: 9783658256906

Bilder-Quelle: discount24.de - Sport-Freizeit

Josef Anton Strini analyzes a special stochastic optimal control problem. The problem under study arose from a dynamic cash management model in finance where decisions about the dividend and financing policies of a firm have to be made. Additionally using the dynamic programming approach he extends the present discourse by the formal derivation of the Hamilton-Jacobi-Bellman equation and by examining the verification step carefully. Finally the treatment is completed by solving the problem numerically.

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31.03.2025 um 04:58 Uhr

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