An equivalent approximation approach for the Hamilton‐Jacobi‐Bellman equations in intertemporal decision problems
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Publication:4611261
DOI10.1002/OCA.2461zbMath1419.91234OpenAlexW2887235941WikidataQ129370534 ScholiaQ129370534MaRDI QIDQ4611261
Shengpeng Xiang, Hongbo He, Shou Chen
Publication date: 17 January 2019
Published in: Optimal Control Applications and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/oca.2461
Decision theory (91B06) Dynamic programming in optimal control and differential games (49L20) Portfolio theory (91G10)
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