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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 85, 2013 - Issue 4: Taksar Memorial Issue
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Original Articles

Solving a Hamilton–Jacobi–Bellman equation with constraints

Alireza Edalati Karlsruhe Institute of Technology, Germany
&
Christian Hipp Karlsruhe Institute of Technology, GermanyCorrespondence[email protected]
Pages 637-651 | Received 03 Mar 2013, Accepted 19 Mar 2013, Published online: 28 May 2013

Citations (5)

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Read on this site (1)

Christian Hipp. (2016) Correction note to: solving a Hamilton–Jacobi–Bellman equation with constraints. Stochastics 88:4, pages 481-490.
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Articles from other publishers (4)

Christian Hipp. 2017. Actuarial Sciences and Quantitative Finance. Actuarial Sciences and Quantitative Finance 115 124 .
Christian Hipp. 2017. Actuarial Sciences and Quantitative Finance. Actuarial Sciences and Quantitative Finance 75 113 .
. 2016. Ruin Probabilities. Ruin Probabilities 239 253 .
Pablo Azcue & Nora MulerPablo Azcue & Nora Muler. 2014. Stochastic Optimization in Insurance. Stochastic Optimization in Insurance 23 49 .

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