Uncertain optimal control model for management of netrisky capital asset

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dc.contributor.authorLatunde, Tolulope
dc.contributor.authorBamigbola, Olabode Matthias
dc.date.accessioned2019-05-03T09:05:13Z
dc.date.available2019-05-03T09:05:13Z
dc.date.issued2016
dc.descriptionPublication outlet: IOSR Journal of Mathematics 12(3), 22 - 30.en_US
dc.description.abstractA new model of asset management for a business organization is proposed based on the uncertainty theory in which the capital assets are managed. Here, a continuous-time utility portfolio problem with the assumption of Hyperbolic Absolute Risk Aversion (HARA) utility function is examined from an investor whose income is generated by return and capital gains on investments in risky tangible assets with price and return on assets assumed to satisfy the Liu uncertain process. Thus, the problem is solved and the optimal controls are obtained.en_US
dc.identifier.citationLatunde and Bamigbola (2016)en_US
dc.identifier.urihttp://hdl.handle.net/123456789/1800
dc.language.isoenen_US
dc.publisherInternational Organization of Scientific Researchen_US
dc.subjectoptimal controlen_US
dc.subjectuncertainty theoryen_US
dc.subjectuncertain processen_US
dc.subjectoptimalityen_US
dc.subjectasset managementen_US
dc.titleUncertain optimal control model for management of netrisky capital asseten_US
dc.typeArticleen_US

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