Pages that link to "Item:Q2219642"

The following pages link to Finite difference methods for the Hamilton-Jacobi-Bellman equations arising in regime switching utility maximization (Q2219642):

Displaying 3 items.

• Hamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty (Q2122611) (← links)
• The policy iteration algorithm for a compound Poisson process applied to optimal dividend strategies under a Cramér-Lundberg risk model (Q2146337) (← links)
• Numerical approximation of a system of Hamilton-Jacobi-Bellman equations arising in innovation dynamics (Q2161812) (← links)