On a PDE arising in one-dimensional stochastic control problems
type: Item
instance of: scholarly article
title: On a PDE arising in one-dimensional stochastic control problems
zbMATH Open document ID: 1205.93166
author: Ricardo Josa-Fombellida
author: Juan Pablo Rincón-Zapatero
published in: Journal of Optimization Theory and Applications
publication date: 2010-12-06T00:00:00Z
full work available at URL: http://hdl.handle.net/10016/15577
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49K45
Mathematics Subject Classification ID: 60H15
zbMATH DE Number: 5823119
zbMATH Keywords: dynamic programming
zbMATH Keywords: stochastic control
zbMATH Keywords: quasilinear parabolic equation
zbMATH Keywords: investment problems
MaRDI profile type: Publication
OpenAlex ID: W2086728050
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DOI: 10.1007/S10957-010-9712-3
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description: scientific article; zbMATH DE number 5823119