An HJB Approach to a General Continuous-Time Mean-Variance Stochastic Control Problem (2015)
Attributed to:
The Alan Turing Institute
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1508.05835
Publication URI: https://arxiv.org/abs/1508.05835
Type: Other