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Conservation laws in optimal control theory
We study in optimal control the important relation between invariance of the problem under a family of transformations, and the existence of preserved quantities along the Pontryagin extremals. Several extensions ...
Bank loan pricing and profitability and their connections with Basel II and the subprime mortgage crisis
(North-West University, 2008)
A topical issue in financial economics is the development of appropriate stochastic dynamic models for banking items and behavior. The issue here is to fulfill the need to generalize the more traditional discrete-time ...