Financing policies via stochastic control: a dynamic programming approach
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DOI: 10.1007/s10898-011-9725-y
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- Cerqueti, Roy & Quaranta, Anna Grazia & Ventura, Marco, 2016. "Innovation, imitation and policy inaction," Technological Forecasting and Social Change, Elsevier, vol. 111(C), pages 22-30.
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Keywords
Stochastic optimal control; Dynamic programming; Hamilton Jacobi Bellman equation; Viscosity solutions; Company external financing;All these keywords.
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