Pages that link to "Item:Q2482946"
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The following pages link to Existence of solutions for the nonlinear partial differential equation arising in the optimal investment problem (Q2482946):
Displaying 14 items.
- On traveling wave solutions to a Hamilton-Jacobi-Bellman equation with inequality constraints (Q1943085) (← links)
- 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)
- Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance (Q2450494) (← links)
- Solution of a class of investment developmental equations (Q2721921) (← links)
- Traveling wave solutions to the nonlinear evolution equation for the risk preference (Q2843171) (← links)
- A transformation method for solving the Hamilton-Jacobi-Bellman equation for a constrained dynamic stochastic optimal allocation problem (Q2874280) (← links)
- Numerical Solution of a Nonlinear Evolution Equation for the Risk Preference (Q3075296) (← links)
- (Q3170419) (← links)
- (Q3552446) (← links)
- (Q4464066) (← links)
- Nonlinear Parabolic Equations Arising in Mathematical Finance (Q4626488) (← links)
- Saddle points for maximin investment problems with observable but non-predictable parameters: solution via heat equation† (Q5427771) (← links)
- Robust portfolio optimization via solution to the Hamilton–Jacobi–Bellman equation (Q5739574) (← links)
