A simple strong solution PDEs

We develop a simple and general method for solving non-linear Hamilton-Jacobi-Bellman partial differential equations HJB PDEs. We apply our method to the portfolio model.

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Year of publication:	2012-11
Authors:	Alghalith, Moawia
Institutions:	arXiv.org

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Extent:	application/pdf
Series:	Papers.
Type of publication:	Book / Working Paper
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010934486