Pages that link to "Item:Q2339124"
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The following pages link to Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation (Q2339124):
Displayed 12 items.
- A consumption-investment problem with constraints on minimum and maximum consumption rates (Q1743955) (← links)
- Asymptotic behavior of an optimal investment-reinsurance problem with general utility functions (Q2152960) (← links)
- Optimal investment-consumption problem: post-retirement with minimum guarantee (Q2212151) (← links)
- Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem (Q2231594) (← links)
- Viscosity characterization of the value function of an investment-consumption problem in presence of an illiquid asset (Q2251580) (← links)
- Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi-Bellman equation (Q2318503) (← links)
- Robust Optimization of Credit Portfolios (Q2976139) (← links)
- A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
- Optimal Investment with Time-Varying Stochastic Endowments (Q5097224) (← links)
- Optimal Investment Under Information Driven Contagious Distress (Q5737638) (← links)
- Duality for optimal consumption with randomly terminating income (Q6054381) (← links)
- Inter‐temporal mutual‐fund management (Q6054428) (← links)