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  • Search: subject:"Expected utility maximization problem"
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Bellman's principle 1 Comparison principle 1 Dynamic programming 1 Dynamic programming principle 1 Dynamische Optimierung 1 Eigeninteresse 1 Erwartungsnutzen 1 Expected utility 1 Expected utility maximization problem 1 Hamilton-Jacobi-Bellman equation 1 Mathematical programming 1 Mathematische Optimierung 1 Optimal strategy 1 Portfolio selection 1 Portfolio-Management 1 Price impact 1 Self-interest 1 Theorie 1 Theory 1 Value function 1 Viscosity solution 1
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Lazgham, Mourad 1
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Mathematical methods of operations research 1
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Regularity properties in a state-constrained expected utility maximization problem
Lazgham, Mourad - In: Mathematical methods of operations research 88 (2018) 2, pp. 185-240
Persistent link: https://www.econbiz.de/10011935660
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