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zbMath1474.91254MaRDI QIDQ3387555

Ali Nadizadeh, B. Kafash

Publication date: 13 January 2021

Full work available at URL: https://www.ijmex.com/index.php/ijmex/article/view/490

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

method of separation of variables financial applications stochastic optimal control problems Hamilton-Jacobi-Bellman (HJB) equations

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Feedback control (93B52) Optimal stochastic control (93E20) Financial applications of other theories (91G80)

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