scientific article; zbMATH DE number 5283952

zbMATH Open1150.91375MaRDI QIDQ3501239FDOQ3501239

Xin Yang, Baoqing Niu, Yuliang Zhao, Limin Liu

Publication date: 3 June 2008

Title of this publication is not available (Why is that?)

zbMATH Keywords

HJB equationoptimal strategiesoptimal investment problem

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Portfolio theory (91G10)

Cited In (5)

• Saddle points for maximin investment problems with observable but non-predictable parameters: solution via heat equation†
• On Optimization of Long-Term Irreversible Investments in a Diffusion Model
• Title not available (Why is that?)
• Solution of a two-dimensional stochastic investment problem
• Title not available (Why is that?)

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