An HJB approach to a general continuous-time mean-variance stochastic control problem (Q1756027): Difference between revisions

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-Alexander Yu. Veretennikov
@@ Property / author: Alexander Yu. Veretennikov / rank @@
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+Alexander Yu. Veretennikov
@@ Property / author: Alexander Yu. Veretennikov / rank @@
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+W2962720356
@@ Property / OpenAlex ID: W2962720356 / rank @@
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+Q61821547
@@ Property / Wikidata QID: Q61821547 / rank @@
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@@ Property / arXiv ID @@
+.05835
@@ Property / arXiv ID: 1508.05835 / rank @@
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@@ Property / cites work @@
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+Preservation of Scalarization Optimal Points in the Embedding Technique for Continuous Time Mean Variance Optimization
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