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Q5753312 - MaRDI portal

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scientific article; zbMATH DE number 4188921
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English
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scientific article; zbMATH DE number 4188921

    Statements

    publication date
    1988
    0 references
    zbMATH Keywords
    models for investment planning
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    optimal stochastic control
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    Markov processes
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    maximum principle
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    verification theorem
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    Hamilton-Jacobi- Bellman equation
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    Identifiers

    Mathematics Subject Classification ID
    60J25
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    60K10
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    93E20
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    zbMATH DE Number
    4188921
    0 references
     
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