APPLICATIONS OF MATHEMATICAL CONTROL THEORY TO FINANCE - MODELING SIMPLE DYNAMIC CASH BALANCE PROBLEMS

被引:26
|
作者
SETHI, SP [1 ]
THOMPSON, GL [1 ]
机构
[1] CARNEGIE MELLON UNIV,SCI RES GRP,PITTSBURGH,PA
关键词
D O I
10.2307/2330038
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:381 / 394
页数:14
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