搜索结果: 1-1 共查到“经济学 Hamilton-Jacobi-Bellman equation”相关记录1条 . 查询时间(0.062 秒)
Weakly nonlinear analysis of the Hamilton-Jacobi-Bellman equation arising from pension savings management
Hamilton–Jacobi–Bellman equation weakly nonlinear analysis
2010/11/1
The main purpose of this paper is to analyze solutions to a fully nonlinear parabolic equation arising from the problem of optimal portfolio construction. We show how the problem of optimal stock to b...