scientific article; zbMATH DE number 1069629
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Publication:4356592
zbMath0898.90024MaRDI QIDQ4356592
Thaleia Zariphopoulou, Agnès Tourin
Publication date: 1 October 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
convergenceHamilton-Jacobi-Bellman equationstochastic processesnumerical schemesvalue functionviscosity solutionsoptimal policiessingular stochastic controloptimal investmentconsumption model
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