scientific article; zbMATH DE number 6139738

MaRDI QIDQ4906609zbMATH OpenFDO

Authors Moawia Alghalith

Publication date 28 February 2013

zbMATH Keywords

HJBinvestmentportfoliostochastic PDEviscosity solutions

Mathematics Subject Classification ID

Viscosity solutions to PDEs (35D40) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Portfolio theory (91G10) Optimal stochastic control (93E20)

Cited in

(1)

• A note on the theory of the firm under multiple uncertainties

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