Geodesic
Continuous-in-time financial model for public communities
Emmanuel Frnod1 ; Mohamad Safa1
1 Univ. Bretagne-Sud, UMR 6205, LMBA, F-56000 Vannes, France
ESAIM. Proceedings, Tome 45 (2014), pp. 158-167 Cet article a éte moissonné depuis la source EDP Sciences

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The achievement of a project requires tools to monitor and adjust its evolution over time. Rather than to check at mid-term whether the objectives will be achieved or not, and adjust them, it is interesting to develop a control tool in order to effectively conduct the project’s objectives. In this paper, we improve the continuous-in-time financial model developed in Frnod Chakkour [2], that describes working of loan and repayment, in order to prepare its capability to be used in control theory approach. The aim of this study is to determine the optimal loan schedule taking into account the objective of the project, the income and the spending. For that, we set out an optimal control method for the strategy elaboration phase to better adjust the project implementation.
DOI : 10.1051/proc/201445016

Emmanuel Frnod 1 ; Mohamad Safa 1

1 Univ. Bretagne-Sud, UMR 6205, LMBA, F-56000 Vannes, France 
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     author = {Emmanuel Frnod and Mohamad Safa},
     title = {Continuous-in-time financial model for public communities},
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     doi = {10.1051/proc/201445016},
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     url = {http://geodesic.mathdoc.fr/articles/10.1051/proc/201445016/}
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Emmanuel Frnod; Mohamad Safa. Continuous-in-time financial model for public communities. ESAIM. Proceedings, Tome 45 (2014), pp. 158-167. doi: 10.1051/proc/201445016

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