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Optimal Control Models in Finance : A New Computational Approach (Applied Optimization)
Optimal Control Models in Finance A New Computational Approach - Applied Optimization
Author: Ping Chen, Sardar M.N. Islam
The determination of optimal financing and investment strategies (optimal capital structure or optimal mix of funds, optimal portfolio choice, etc.) for corporations and the economy are important for efficient allocation of resources in the economy. Optimal control methods have useful applications to these areas in finance - some optimization pr...  more »
ISBN-13: 9780387235691
ISBN-10: 0387235698
Publication Date: 11/19/2004
Pages: 201
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Publisher: Springer
Book Type: Hardcover
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