Smooth Value Functions for a Class of Nonsmooth Utility Maximization Problems (Q5388683)
From MaRDI portal
scientific article; zbMATH DE number 6025780
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smooth Value Functions for a Class of Nonsmooth Utility Maximization Problems |
scientific article; zbMATH DE number 6025780 |
Statements
Smooth Value Functions for a Class of Nonsmooth Utility Maximization Problems (English)
0 references
19 April 2012
0 references
nonsmooth utility maximization
0 references
dual control problem
0 references
classical solution to HJB equation
0 references
verification theorem
0 references
smooth value function
0 references
