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scientific article; zbMATH DE number 1066231
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scientific article; zbMATH DE number 1066231

    Statements

    publication date
    14 April 1998
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    zbMATH Keywords
    controlled diffusion processes
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    Bellman's equation
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    viscosity solutions
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    mathematical finance
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    portfolio problem
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    author
    Halil Mete Soner
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    Identifiers

    Mathematics Subject Classification ID
    35R60
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    60H15
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    49L25
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    91B28
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    zbMATH DE Number
    1066231
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