最优停止的时态切换效用最大化中出现的汉密尔顿-雅各比-贝尔曼准变量不等式的惩罚性方案

Jingtang Ma, Jianjun Ma and Haofei Wu
{"title":"最优停止的时态切换效用最大化中出现的汉密尔顿-雅各比-贝尔曼准变量不等式的惩罚性方案","authors":"Jingtang Ma, Jianjun Ma and Haofei Wu","doi":"10.4208/nmtma.oa-2023-0094","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":507110,"journal":{"name":"Numerical Mathematics: Theory, Methods and Applications","volume":"514 ","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Penalized Schemes for Hamilton-Jacobi-Bellman Quasi-Variational Inequalities Arising in Regime Switching Utility Maximization with Optimal Stopping\",\"authors\":\"Jingtang Ma, Jianjun Ma and Haofei Wu\",\"doi\":\"10.4208/nmtma.oa-2023-0094\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":507110,\"journal\":{\"name\":\"Numerical Mathematics: Theory, Methods and Applications\",\"volume\":\"514 \",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-04-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Numerical Mathematics: Theory, Methods and Applications\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.4208/nmtma.oa-2023-0094\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Numerical Mathematics: Theory, Methods and Applications","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.4208/nmtma.oa-2023-0094","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0

摘要

本文章由计算机程序翻译,如有差异,请以英文原文为准。
Penalized Schemes for Hamilton-Jacobi-Bellman Quasi-Variational Inequalities Arising in Regime Switching Utility Maximization with Optimal Stopping
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
自引率
0.00%
发文量
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信