An HJB approach to a general continuous-time mean-variance stochastic control problem (2018)
Attributed to:
Innovation and Knowledge Centre Regenerative Therapies and Devices Tranche 2 IKC RTD
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