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

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+Investment strategies and compensation of a mean-variance optimizing fund manager
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+On Bellman's equations for mean and variance control of a Markov diffusion
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+CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
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+MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION
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+Erratum: "A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions"
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+Optimal mean-variance portfolio selection
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+Continuous-time stochastic control and optimization with financial applications
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+Preservation of Scalarization Optimal Points in the Embedding Technique for Continuous Time Mean Variance Optimization
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+Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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