Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem (Q2231594)
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| Language | Label | Description | Also known as |
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| English | Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem |
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Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem (English)
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30 September 2021
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Hamilton-Jacobi-Bellman equation
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Riccati transformation
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maximal monotone operator
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dynamic stochastic portfolio optimization
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