Optimal Portfolio Control with Unknown Horizon ()
Abstract
In this paper, we relax the assumption of a known time horizon in optimal control models.
Share and Cite:
M. Alghalith, "Optimal Portfolio Control with Unknown Horizon,"
Journal of Mathematical Finance, Vol. 2 No. 1, 2012, pp. 41-42. doi:
10.4236/jmf.2012.21005.
Conflicts of Interest
The authors declare no conflicts of interest.
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