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Hamilton–Jacobi–Bellman equation / Optimal control / Differential equation / Mathematical analysis / Mathematics / Stochastic control / Partial differential equations / Dynamic programming
Date: 2010-06-19 13:04:52
Hamilton–Jacobi–Bellman equation
Optimal control
Differential equation
Mathematical analysis
Mathematics
Stochastic control
Partial differential equations
Dynamic programming

The model The HJB equation CRRA utility

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