Journal of Financial and Quantitative Analysis Vol. 5 No. 4/5 1970

Applications of Mathematical Control Theory to Finance: Modeling Simple Dynamic Cash Balance Problems

Suresh Sethi¹; Gerald L. Thompson²

¹ The University of Texas at Dallas · ² Carnegie Mellon University

Abstract

Suresh P. Sethi, Gerald L. Thompson, Applications of Mathematical Control Theory to Finance: Modeling Simple Dynamic Cash Balance Problems, The Journal of Financial and Quantitative Analysis, Vol. 5, No. 4/5 (Dec., 1970), pp. 381-394

DOI

10.2307/2330038

Volume

5

Issue

4/5

Pages

381

Sources

crossref openalex

Cite

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