Media Summary: Prof. Andrzej Święch from Georgia Institute of Technology gave a talk entitled " Showing the derivation of the solution to the Merton Portfolio problem (maximizing wealth given CRRA utility function) along with ... Organizers: Timm Faulwasser, TU Dortmund, Germany Karl Worthmann, TU Ilmenau, Germany Date and Time: July 8th, 2021, ...
Optimal Control Tutorial 2 Hjb - Detailed Analysis & Overview
Prof. Andrzej Święch from Georgia Institute of Technology gave a talk entitled " Showing the derivation of the solution to the Merton Portfolio problem (maximizing wealth given CRRA utility function) along with ... Organizers: Timm Faulwasser, TU Dortmund, Germany Karl Worthmann, TU Ilmenau, Germany Date and Time: July 8th, 2021, ...
