Pages that link to "Item:Q2251580"
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The following pages link to Viscosity characterization of the value function of an investment-consumption problem in presence of an illiquid asset (Q2251580):
Displayed 3 items.
- Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization (Q2203922) (← links)
- Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation (Q2339124) (← links)
- Analysis and computation of probability density functions for a 1-D impulsively controlled diffusion process (Q2418705) (← links)
