Study of a degenerate elliptic equation in an optimal consumption problem under partial information
DOI10.1007/S13160-015-0170-ZzbMATH Open1320.91138OpenAlexW1995836769MaRDI QIDQ2352145FDOQ2352145
Publication date: 30 June 2015
Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13160-015-0170-z
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- On the Hamilton--Jacobi--Bellman Equation for an Optimal Consumption Problem: II. Verification Theorem
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