✦ LIBER ✦

Robust portfolio optimization via solution to the Hamilton–Jacobi–Bellman equation

✍ Scribed by Kilianová, Soňa; Trnovská, Mária

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Weak solutions of the Hamilton-Jacobi-Be

✍ S.A. Belbas 📂 Article 📅 1981 🏛 Elsevier Science 🌐 English ⚖ 372 KB

On singularities in solutions to the Ham

✍ Matthew Kiefer; Heinz Schättler 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 839 KB

Stochastic Equations with Delay: Optimal

✍ Fuhrman, Marco; Masiero, Federica; Tessitore, Gianmario 📂 Article 📅 2010 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 334 KB

Local solutions to the Hamilton-Jacobi-B

✍ A. S. Bratus’; D. V. Iourtchenko; J. -L. Menaldi 📂 Article 📅 2006 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 183 KB

Sobolev Weak Solutions of the Hamilton--

✍ Wei, Lifeng; Wu, Zhen; Zhao, Huaizhong 📂 Article 📅 2014 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 313 KB

Optimal obstacle avoidance based on the

✍ Sundar, S.; Shiller, Z. 📂 Article 📅 1997 🏛 IEEE 🌐 English ⚖ 492 KB