On a PDE arising in one-dimensional stochastic control problems (Q607894)
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scientific article; zbMATH DE number 5823119
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a PDE arising in one-dimensional stochastic control problems |
scientific article; zbMATH DE number 5823119 |
Statements
On a PDE arising in one-dimensional stochastic control problems (English)
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6 December 2010
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dynamic programming
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stochastic control
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quasilinear parabolic equation
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investment problems
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0.91031253
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0.9030193
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0.9024528
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0.90025944
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0.89955884
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