Smooth Value Functions for a Class of Nonsmooth Utility Maximization Problems (Q5388683): Difference between revisions
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Revision as of 20:07, 5 March 2024
scientific article; zbMATH DE number 6025780
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smooth Value Functions for a Class of Nonsmooth Utility Maximization Problems |
scientific article; zbMATH DE number 6025780 |
Statements
Smooth Value Functions for a Class of Nonsmooth Utility Maximization Problems (English)
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19 April 2012
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nonsmooth utility maximization
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dual control problem
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classical solution to HJB equation
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verification theorem
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smooth value function
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