An HJB approach to a general continuous-time mean-variance stochastic control problem (Q1756027)
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scientific article; zbMATH DE number 7000598
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| English | An HJB approach to a general continuous-time mean-variance stochastic control problem |
scientific article; zbMATH DE number 7000598 |
Statements
An HJB approach to a general continuous-time mean-variance stochastic control problem (English)
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11 January 2019
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mean-variance
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stochastic control
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Hamilton-Jacobi-Bellman equation
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Sobolev solutions
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viscosity solutions
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0.7855027914047241
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0.7747762203216553
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0.7731795310974121
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0.7670603394508362
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0.7664952278137207
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