scientific article

zbMath1197.91204arXiv0905.0155MaRDI QIDQ3585691

Zuzana MacOvá, Daniel Ševčovič

Publication date: 20 August 2010

Full work available at URL: https://arxiv.org/abs/0905.0155

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zbMATH Keywords

Hamilton-Jacobi-Bellman equationnonlinear parabolic equationasymptotic expansionstochastic dynamic programmingpension savings accumulation model

Mathematics Subject Classification ID

Stochastic programming (90C15) Nonlinear parabolic equations (35K55) Stochastic models in economics (91B70) Utility theory (91B16) Financial applications of other theories (91G80) Hamilton-Jacobi equations in mechanics (70H20) Asymptotic expansions of solutions to ordinary differential equations (34E05)

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