An HJB approach to a general continuous-time mean-variance stochastic control problem (2018)

First Author: Aivaliotis G
Attributed to:  QuantiCode: Intelligent infrastructure for quantitative, coded longitudinal data funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1515/rose-2018-0020

Publication URI: http://dx.doi.org/10.1515/rose-2018-0020

Type: Journal Article/Review

Parent Publication: Random Operators and Stochastic Equations

Issue: 4