Overview
- The determination of optimal financing and investment strategies for corporations and the economy are important for efficient allocation of resources in the ecomony
- Includes supplementary material: sn.pub/extras
Part of the book series: Applied Optimization (APOP, volume 95)
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Table of contents (6 chapters)
Keywords
About this book
Reviews
"This book by Ping Chen and Sardar M. N. Islam discusses the issue of the determination of optimal capital structure for corporations and the economy. They have developed an optimal control model for optimal financing involving a dynamic system with switching times. A new computational method and a new computer program named CSTVA are developed and optimal financing implications of the model results are analysed in this book. This book makes a significant contribution to the literature and will surely prove to be a boon to students, academics, and practitioners in finance, optimal control, and computer programming.” —Professor David W. K. Yeung, Professor of Decision Sciences, Hong Kong Baptist University, Director of Center of Game Theory, and Managing Editor, International Game Theory Review
Authors and Affiliations
Bibliographic Information
Book Title: Optimal Control Models in Finance
Book Subtitle: A New Computational Approach
Authors: Ping Chen, Sardar M. N. Islam
Series Title: Applied Optimization
DOI: https://doi.org/10.1007/b101888
Publisher: Springer New York, NY
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag US 2005
Hardcover ISBN: 978-0-387-23569-1Published: 19 November 2004
Softcover ISBN: 978-1-4614-9855-1Published: 27 November 2014
eBook ISBN: 978-0-387-23570-7Published: 18 June 2006
Series ISSN: 1384-6485
Edition Number: 1
Number of Pages: XVIII, 201
Topics: Calculus of Variations and Optimal Control; Optimization, Optimization