%0 Journal Article
%T Optimal Portfolio Control with Unknown Horizon
%A Moawia Alghalith
%J Journal of Mathematical Finance
%P 41-42
%@ 2162-2442
%D 2012
%I Scientific Research Publishing
%R 10.4236/jmf.2012.21005
%X In this paper, we relax the assumption of a known time horizon in optimal control models.
%K Portfolio
%K Investment
%K Random Horizon
%K Stochastic
%U http://www.scirp.org/journal/PaperInformation.aspx?PaperID=17590