University of Dongola Repository

Browsing by Author "Budoor Mohammed Abdelati1 , Entisar Alrasheedi2"

Browsing by Author "Budoor Mohammed Abdelati1 , Entisar Alrasheedi2"

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  • Budoor Mohammed Abdelati1 , Entisar Alrasheedi2 (Periodical Referred Research Journal Issued by the College of Graduate Studies- University of Dongola, 2016-01)
    The main goal of this paper is to study the finding of the value function of an optimal consumption problem in incomplete markets, and the viscosity solution of the associated Hamilton-Jacobi-Bellman (HJB) equation, some ...