scientific article; zbMATH DE number 6401867

zbMATH Open1313.91161MaRDI QIDQ5497895

Ling Zhang

Publication date: 11 February 2015

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

zbMATH Keywords

separation principleHJB equationpredictabilityLagrange duality approach

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of mathematical programming (90C90) Portfolio theory (91G10)

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