scientific article; zbMATH DE number 2051035

zbMATH Open1084.91021MaRDI QIDQ4453309

Tze Leung Lai, Tiong Wee Lim

Publication date: 7 March 2004

Title of this publication is not available (Why is that?)

zbMATH Keywords

Hamilton-Jacobi-Bellman equationMerton problemHara utility

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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