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Easy Example of Stochastic HJB with Numerical results.

Last Modified: 2019-04-11
I want to get the relatively easy example problem of stochastic HJB for developing  numerical solution.

Is there any good example with numerical results?

I have the paper like this

but this problem is too difficult for me.

on the other hand,

for the problem like merton's potfolio problem

I couldn't find the NUMERICAL calculation result,only closed form of it.
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