scientific article; zbMATH DE number 7563975

MaRDI QIDQ5091283

Michael Mania, Revaz Tevzadze

Publication date: 26 July 2022

Full work available at URL: http://www.viam.science.tsu.ge/enl_ses/vol31/Mania_Tevzadze.pdf

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

zbMATH Keywords

utility maximizationforward backward stochastic differential equation

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Dynamic programming (90C39) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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