A New Approach to Stochastic Optimization

Author:

Alghalith Moawia

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Reference4 articles.

1. Alghalith, M.: A new stochastic factor model: general explicit solutions. Appl. Math. Lett. 22, 1852–1854 (2009)

2. Focardi, F., Fabozzi, F.: The Mathematics of Financial Modeling and Investment Management. Wiley, New York (2004)

3. Fleming, W.: Some optimal investment, production and consumption models. In: Yin, G., Zhang, Q. (eds.) Contemporary Mathematics: Mathematics of Finance AMS-IMS-SIAM Proceedings, vol. 351, pp. 115–124. Am. Math. Soc., Rhode Island (2004)

4. Alghalith, M.: Recent applications of theory of the firm under uncertainty. Eur. J. Oper. Res. 186, 443–450 (2008)

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