Regularity properties in a state-constrained expected utility maximization problem (Q1616834): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2962699333
@@ Property / OpenAlex ID: W2962699333 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.03079
@@ Property / arXiv ID: 1510.03079 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal execution with nonlinear impact functions and trading-enhanced risk
+Normal rank
@@ Property / cites work @@
+An Introduction to the Theory of Viscosity Solutions for First-Order Hamilton–Jacobi Equations and Applications
+Normal rank
@@ Property / cites work @@
+Stochastic optimal control. The discrete time case
+Normal rank
@@ Property / cites work @@
+Weak Dynamic Programming for Generalized State Constraints
+Normal rank
@@ Property / cites work @@
+Weak Dynamic Programming Principle for Viscosity Solutions
+Normal rank
@@ Property / cites work @@
+Functional analysis, Sobolev spaces and partial differential equations
+Normal rank
@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
+Normal rank
@@ Property / cites work @@
+Q4405419
@@ Property / cites work: Q4405419 / rank @@
+Normal rank
@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+Stochastic Finance
@@ Property / cites work: Stochastic Finance / rank @@
+Normal rank
@@ Property / cites work @@
+Price Manipulation and Quasi-Arbitrage
@@ Property / cites work: Price Manipulation and Quasi-Arbitrage / rank @@
+Normal rank
@@ Property / cites work @@
+Financial Derivatives in Theory and Practice
@@ Property / cites work: Financial Derivatives in Theory and Practice / rank @@
+Normal rank
@@ Property / cites work @@
+Comparison principle for unbounded viscosity solutions of degenerate elliptic PDEs with gradient superlinear terms
+Normal rank
@@ Property / cites work @@
+Q5601102
@@ Property / cites work: Q5601102 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3532736
@@ Property / cites work: Q3532736 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5512462
@@ Property / cites work: Q5512462 / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous-time stochastic control and optimization with financial applications
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+Measurable selection theorems for optimization problems
+Normal rank
@@ Property / cites work @@
+Q4235027
@@ Property / cites work: Q4235027 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
+Normal rank
@@ Property / cites work @@
+Optimal Basket Liquidation for CARA Investors is Deterministic
+Normal rank
@@ Property / cites work @@
+Q3159347
@@ Property / cites work: Q3159347 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal stochastic control, stochastic target problems, and backward SDE.
+Normal rank
@@ Property / cites work @@
+Q3864120
@@ Property / cites work: Q3864120 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5846853
@@ Property / cites work: Q5846853 / rank @@
+Normal rank
@@ Property / cites work @@
+Probability with Martingales
@@ Property / cites work: Probability with Martingales / rank @@
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q130126900
@@ Property / Wikidata QID: Q130126900 / rank @@
+Normal rank