Power penalty method for solving HJB equations arising from finance (Q2288647)
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| Language | Label | Description | Also known as |
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| English | Power penalty method for solving HJB equations arising from finance |
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Power penalty method for solving HJB equations arising from finance (English)
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20 January 2020
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HJB equation
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penalty method
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stochastic control
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partial differential equations
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policy iteration
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