Subgradient and Duality Methods for Optimal Stochastic Control with Applications to Real Options Valuation

9789310171466

Amandeep Saxena

Mahima Publications

English

Computer and IT: Science and Engineering - Computer and IT: Science and Engineering

2019

11670.00

Subgradient and Duality Methods for Optimal Stochastic Control with Applications to Real Options Valuation