Penalized Schemes for Hamilton-Jacobi-Bellman Quasi-Variational Inequalities Arising in Regime Switching Utility Maximization with Optimal Stopping
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Published:2024-06
Issue:2
Volume:17
Page:404-428
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ISSN:1004-8979
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Container-title:Numerical Mathematics: Theory, Methods and Applications
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language:
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Short-container-title:NMTMA
Author:
Ma Jingtang,null Jianjun Ma,Wu Haofei
Publisher
Global Science Press