The following pages link to (Q3585691):
Displaying 6 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)
- Numerical Solution of a Nonlinear Evolution Equation for the Risk Preference (Q3075296) (← links)
- Nonlinear Parabolic Equations Arising in Mathematical Finance (Q4626488) (← links)