Optimal Portfolio Control with Unknown Horizon


In this paper, we relax the assumption of a known time horizon in optimal control models.

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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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[2] W. Fleming, “Some Optimal Investment, Production and Consumption Models,” Con-temporary Mathematics, Vol. 351, 2004, pp. 115-124.
[3] F. Focardi and F. Fabozzi, “The Mathematics of Financial Modeling and Investment Management,” Wiley, New York, 2004.

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