Jingtang Ma, Jianjun Ma. Finite Difference Methods for the Hamilton-Jacobi-Bellman Equations Arising in Regime Switching Utility Maximization. J. Sci. Comput., 85(3):55, 2020. [doi]
@article{MaM20-5,
title = {Finite Difference Methods for the Hamilton-Jacobi-Bellman Equations Arising in Regime Switching Utility Maximization},
author = {Jingtang Ma and Jianjun Ma},
year = {2020},
doi = {10.1007/s10915-020-01352-4},
url = {https://doi.org/10.1007/s10915-020-01352-4},
researchr = {https://researchr.org/publication/MaM20-5},
cites = {0},
citedby = {0},
journal = {J. Sci. Comput.},
volume = {85},
number = {3},
pages = {55},
}