scientific article; zbMATH DE number 7099545
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Publication:5230874
zbMath1438.91103MaRDI QIDQ5230874
Pongsathorn Ingpochai, Sutee Mokkhavesa, Colin Atkinson
Publication date: 29 August 2019
Full work available at URL: https://www.ejpam.com/index.php/ejpam/article/view/3478
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
PDEstochastic controlstochastic dynamic programminginsuranceutility theoryoptimal control problems involving partial differential equations
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) PDEs in connection with control and optimization (35Q93) Actuarial mathematics (91G05)
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