Keywords
- Optimal Control Problem
- Switching Time
- Optimal Control Model
- Time Optimal Control Problem
- Indifference Principle
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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© 2005 Springer Science + Business Media, Inc.
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(2005). Optimal Control Models in Finance. In: Optimal Control Models in Finance. Applied Optimization, vol 95. Springer, Boston, MA. https://doi.org/10.1007/0-387-23570-1_1
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DOI: https://doi.org/10.1007/0-387-23570-1_1
Publisher Name: Springer, Boston, MA
Print ISBN: 978-0-387-23569-1
Online ISBN: 978-0-387-23570-7
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