The Theory of Optimal Investment in Information Security and Adjustment Costs: An Impulse Control Approach

Recent Advances in Financial Engineering 2011 - Proceedings of the International Workshop on Finance 2011 ◽

10.1142/9789814407335_0005 ◽

2012 ◽

Author(s):

Makoto Goto ◽

Ken-ichi Tatsumi

Keyword(s):

Information Security ◽

Impulse Control ◽

Adjustment Costs ◽

Optimal Investment ◽

Control Approach

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Irreversible investment with fixed adjustment costs: a stochastic impulse control approach

Mathematics and Financial Economics ◽

10.1007/s11579-019-00238-w ◽

2019 ◽

Vol 13 (4) ◽

pp. 579-616 ◽

Author(s):

Salvatore Federico ◽

Mauro Rosestolato ◽

Elisa Tacconi

Keyword(s):

Impulse Control ◽

Adjustment Costs ◽

Irreversible Investment ◽

Control Approach ◽

Stochastic Impulse Control

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Optimal Investment with Lumpy Adjustment Costs Under Complete Irreversibility: A Tractable Solution in Continuous Time

SSRN Electronic Journal ◽

10.2139/ssrn.1689945 ◽

2011 ◽

Author(s):

Hjalte Nerdrum

Keyword(s):

Continuous Time ◽

Adjustment Costs ◽

Optimal Investment

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Returns to information security investment: The effect of alternative information security breach functions on optimal investment and sensitivity to vulnerability

Information Systems Frontiers ◽

10.1007/s10796-006-9011-6 ◽

2006 ◽

Vol 8 (5) ◽

pp. 338-349 ◽

Author(s):

Kjell Hausken

Keyword(s):

Information Security ◽

Optimal Investment ◽

Security Investment ◽

Security Breach ◽

Information Security Investment

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A risk-sensitive stochastic control approach to an optimal investment problem with partial information

Finance and Stochastics ◽

10.1007/s00780-006-0010-8 ◽

2006 ◽

Vol 10 (3) ◽

pp. 395-426 ◽

Author(s):

Hiroaki Hata ◽

Yasunari Iida

Keyword(s):

Stochastic Control ◽

Partial Information ◽

Optimal Investment ◽

Control Approach ◽

Investment Problem ◽

Risk Sensitive ◽

Optimal Investment Problem

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Time-consistent mean–variance portfolio optimization: A numerical impulse control approach

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2018.08.003 ◽

2018 ◽

Vol 83 ◽

pp. 9-28 ◽

Author(s):

Pieter M. Van Staden ◽

Duy-Minh Dang ◽

Peter A. Forsyth

Keyword(s):

Portfolio Optimization ◽

Impulse Control ◽

Control Approach ◽

Mean Variance Portfolio ◽

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An impulse control approach for optimal maintenance scheduling of a gas turbine

PAMM ◽

10.1002/pamm.201610333 ◽

2016 ◽

Vol 16 (1) ◽

pp. 689-690

Author(s):

Michael Gröger

Keyword(s):

Gas Turbine ◽

Impulse Control ◽

Maintenance Scheduling ◽

Control Approach ◽

Optimal Maintenance

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Decision making of optimal investment in information security for complementary enterprises based on game theory

Technology Analysis and Strategic Management ◽

10.1080/09537325.2020.1841158 ◽

2020 ◽

pp. 1-15

Author(s):

Xiaotong Li

Keyword(s):

Game Theory ◽

Decision Making ◽

Information Security ◽

Optimal Investment

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Long-Term Optimal Investment Strategies in the Presence of Adjustment Costs

SIAM Journal on Control and Optimization ◽

10.1137/110845471 ◽

2013 ◽

Vol 51 (2) ◽

pp. 996-1034 ◽

Author(s):

Arne Løkka ◽

Mihail Zervos

Keyword(s):

Adjustment Costs ◽

Optimal Investment ◽

Investment Strategies

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An impulse control approach to spacecraft autonomous rendezvous based on genetic algorithms

Neurocomputing ◽

10.1016/j.neucom.2011.09.009 ◽

2012 ◽

Vol 77 (1) ◽

pp. 189-196 ◽

Author(s):

Xuebo Yang ◽

Jinyong Yu ◽

Huijun Gao

Keyword(s):

Genetic Algorithms ◽

Impulse Control ◽

Control Approach ◽

Autonomous Rendezvous

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Adjustment costs and the theory of optimal investment and financing of the firm

Optimal Control Applications and Methods ◽

10.1002/oca.4660020106 ◽

2007 ◽

Vol 2 (1) ◽

pp. 59-74 ◽

Author(s):

Winston T. Lin

Keyword(s):

Adjustment Costs ◽

Optimal Investment ◽

Investment And Financing

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