Applications of Stochastic Optimal Control to Economics and Finance
In a world dominated by uncertainty, modeling and understanding the optimal behavior of agents is of the utmost importance. Many problems in economics, finance, and actuarial science naturally require decision makers to undertake choices in stochastic environments. Examples include optimal individua...
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Other Authors: | , , |
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Format: | Electronic Book Chapter |
Language: | English |
Published: |
Basel, Switzerland
MDPI - Multidisciplinary Digital Publishing Institute
2020
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Online Access: | DOAB: download the publication DOAB: description of the publication |
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