Pages that link to "Item:Q2318503"
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The following pages link to Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi-Bellman equation (Q2318503):
Displaying 4 items.
- Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem (Q2231594) (← links)
- Optimal exercise of American puts with transaction costs under utility maximization (Q2247137) (← links)
- A transformation method for solving the Hamilton-Jacobi-Bellman equation for a constrained dynamic stochastic optimal allocation problem (Q2874280) (← links)
- The solution of riccati's equation asthe hessian of bellman's function (Q3378143) (← links)