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- W3123438663 abstract "We overcome a major obstacle in mathematical optimization. In so doing, we provide a smooth solution to the HJB PDE without assuming the differentiability of the value function. We apply our method to financial models." @default.
- W3123438663 created "2021-02-01" @default.
- W3123438663 creator A5048367766 @default.
- W3123438663 date "2017-01-01" @default.
- W3123438663 modified "2023-09-27" @default.
- W3123438663 title "General Smooth Solutions to the HJB PDE: Applications to Finance" @default.
- W3123438663 hasPublicationYear "2017" @default.
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