Portfolio selection problem with nonlinear wealth equations under non-extensive statistical mechanics for time-varying SDE.
Jixia WangPan ZhaoQinghui GaoPublished in: Comput. Math. Appl. (2019)
Keyphrases
- statistical mechanics
- nonlinear equations
- information theory
- wave equation
- linear systems
- numerical integration
- finite difference
- nonlinear partial differential equations
- free energy
- portfolio selection
- differential equations
- optimal solution
- ordinary differential equations
- boundary value problem
- numerical solution
- difference equations
- information theoretic
- multi view
- higher order