An HJB approach to a general continuous-time mean-variance stochastic control problem (Q1756027): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An HJB approach to a general continuous-time mean-variance stochastic control problem |
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An HJB approach to a general continuous-time mean-variance stochastic control problem (English)
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11 January 2019
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mean-variance
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stochastic control
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Hamilton-Jacobi-Bellman equation
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Sobolev solutions
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viscosity solutions
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