On Maximizing the Present Value of Future Dividends Using Stochastic Control.

We illustrate the use of the Hamilton Jacobi Bellman (HJB) equation in solving a stochastic controlproblem. The method involves transforming the stochastic dii'l'erential equation into a simpler form, but techniques in Solving ODEs still have to be used to obtain the closed form of the sol...

詳細記述

書誌詳細
出版年:Philippine Computing Journal 1, 2 (Dec. 2006).
第一著者: Ongkeko,George S.
その他の著者: del Rosario, Ricardo C.H
フォーマット: 論文
言語:English
主題: