The dynamic programming equation for a stochastic volatility optimal control problem (Q2280817)
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scientific article; zbMATH DE number 7145549
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| default for all languages | No label defined |
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| English | The dynamic programming equation for a stochastic volatility optimal control problem |
scientific article; zbMATH DE number 7145549 |
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The dynamic programming equation for a stochastic volatility optimal control problem (English)
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19 December 2019
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Brownian motions
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accretive operator
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optimal feedback controller
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0.8324717879295349
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0.8026393055915833
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0.8013759255409241
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0.7947613000869751
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0.7748588919639587
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