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Q5381479 - MaRDI portal

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scientific article; zbMATH DE number 7071110
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English
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scientific article; zbMATH DE number 7071110

    Statements

    author
    Peng Yang
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    publication date
    21 June 2019
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    zbMATH Keywords
    investment strategy selection
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    stochastic control
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    Hamilton-Jacobi-Bellman system
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    93E20
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    90C39
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    zbMATH DE Number
    7071110
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