Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation (Q2339124): Difference between revisions
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Revision as of 04:21, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation |
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Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation (English)
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30 March 2015
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optimal stochastic control
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investment-consumption problem
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duality
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Hamilton-Jacobi-Bellman equation
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regularity of viscosity solutions
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