No label defined (Q3505843)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
11 June 2008
0 references
stochastic optimal control
0 references
control of financial systems
0 references
convergence
0 references
successive approximation algorithm
0 references
Hamilton-Jacobi-Bellman equation
0 references
portfolio optimization
0 references
