Pages that link to "Item:Q2318503"

The following pages link to Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi-Bellman equation (Q2318503):

Displaying 2 items.

• Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem (Q2231594) (← links)
• Optimal exercise of American puts with transaction costs under utility maximization (Q2247137) (← links)