Control Policy and Sustainability for Decision-Making in Asset Management

Tolulope Latunde, Adebayo Funmi Adedotun, Joel Olusegun Ajinuhi, Yemi Tolulope Owolabi, Adam Ajimoti Ishaq

Abstract


The essential factor determining decision-making in private investors and public corporations is controlled asset management. In a developed asset allocation and in a time of debt crisis, an important issue on which investors base their decisions is when and how to more or fewer investments such that expected net values of assets are maximized with minimal risks for sustainability in the management of capital assets. The acknowledgement of this enables investors to make rational decisions. The aim of this paper is to provide control policy to help investors make necessary decisions for sustainability in asset management. This is done by applying an optimal control model to a real-life problem asset-liability, thus derive the control policy.


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