Solution of stochastic optimal control problems and financial applications (Q3387555)
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scientific article; zbMATH DE number 7293693
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| English | Solution of stochastic optimal control problems and financial applications |
scientific article; zbMATH DE number 7293693 |
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13 January 2021
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stochastic optimal control problems
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Hamilton-Jacobi-Bellman (HJB) equations
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financial applications
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method of separation of variables
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0.8658648729324341
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0.8216520547866821
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0.810564398765564
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0.8086097836494446
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0.8039387464523315
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