scientific article; zbMATH DE number 7071110

DOI10.11721/CQNUJ20180421zbMATH Open1424.91115MaRDI QIDQ5381479

Peng Yang

Publication date: 21 June 2019

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

zbMATH Keywords

stochastic controlHamilton-Jacobi-Bellman systeminvestment strategy selection

Mathematics Subject Classification ID

Dynamic programming (90C39) Optimal stochastic control (93E20) Portfolio theory (91G10)

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