Login / Signup
Asymptotic Analysis of Forward Performance Processes in Incomplete Markets and Their Ill-Posed HJB Equations.
Mykhaylo Shkolnikov
Ronnie Sircar
Thaleia Zariphopoulou
Published in:
SIAM J. Financial Math. (2016)
Keyphrases
</>
asymptotic analysis
hamilton jacobi bellman
optimal control
fluid model
nonlinear systems
neural network
electronic commerce
steady state
stochastic control
linear programming
markov chain
mathematical model
numerical solution
finite difference