On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs (Q2945617)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs |
scientific article |
Statements
On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs (English)
0 references
14 September 2015
0 references
transaction costs
0 references
Hamilton-Jacobi-Bellman equation
0 references
uniqueness of the value function
0 references
0 references
0 references
0 references
0 references
