Pages that link to "Item:Q1943085"
From MaRDI portal
The following pages link to On traveling wave solutions to a Hamilton-Jacobi-Bellman equation with inequality constraints (Q1943085):
Displayed 5 items.
- Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem (Q2231594) (← links)
- Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi-Bellman equation (Q2318503) (← links)
- A TRANSFORMATION METHOD FOR SOLVING THE HAMILTON–JACOBI–BELLMAN EQUATION FOR A CONSTRAINED DYNAMIC STOCHASTIC OPTIMAL ALLOCATION PROBLEM (Q2874280) (← links)
- Nonlinear Parabolic Equations Arising in Mathematical Finance (Q4626488) (← links)
- Robust portfolio optimization via solution to the Hamilton–Jacobi–Bellman equation (Q5739574) (← links)