Publication:4356592
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zbMath0898.90024MaRDI QIDQ4356592
Thaleia Zariphopoulou, Agnès Tourin
Publication date: 1 October 1997
convergence; Hamilton-Jacobi-Bellman equation; stochastic processes; numerical schemes; value function; viscosity solutions; optimal policies; singular stochastic control; optimal investment; consumption model
91B24: Microeconomic theory (price theory and economic markets)
91B62: Economic growth models
65Z05: Applications to the sciences
49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games
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