Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation (Q2339124)
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scientific article; zbMATH DE number 6421258
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| English | Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation |
scientific article; zbMATH DE number 6421258 |
Statements
Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation (English)
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30 March 2015
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optimal stochastic control
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investment-consumption problem
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duality
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Hamilton-Jacobi-Bellman equation
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regularity of viscosity solutions
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0.8255119323730469
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0.8074880838394165
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0.804293692111969
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0.7929732799530029
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0.7913113236427307
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