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This question might receive better attention at the Wolfram forums:<br />
<br />
<a href="https://community.wolfram.com/" rel="ugc">https://community.wolfram.com/</a><br />
<br />
as it deals with a branch of mathematics that is not often seen in everyday computer usage, and the theory requires a fair amount of advanced college-level math to understand it.
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This question might receive better attention at the Wolfram forums:

https://community.wolfram.com/ [https://community.wolfram.com/]

as it deals with a branch of mathematics that is not often seen in everyday computer usage, and the theory requires a fair amount of advanced college-level math to understand it.

General Factotum

BillDL

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I want to get the relatively easy example problem of stochastic HJB for developing &nbsp;numerical solution.<br />
<br />
<br />
Is there any good example with numerical results?<br />
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I have the paper like this<br />
<a href="https://arxiv.org/pdf/1106.5040.pdf" rel="ugc">https://arxiv.org/pdf/1106.5040.pdf</a><br />
<br />
but this problem is too difficult for me.<br />
<br />
on the other hand,<br />
<br />
for the problem like merton's potfolio problem<br />
<a href="https://en.wikipedia.org/wiki/Merton%27s_portfolio_problem" rel="ugc">https://en.wikipedia.org/wiki/Merton%27s_portfolio_problem</a><br />
<br />
I couldn't find the NUMERICAL calculation result,only closed form of it.
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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
https://arxiv.org/pdf/1106.5040.pdf

but this problem is too difficult for me.

on the other hand,

for the problem like merton's potfolio problem
https://en.wikipedia.org/wiki/Merton%27s_portfolio_problem

I couldn't find the NUMERICAL calculation result,only closed form of it.

Easy Example of Stochastic HJB with Numerical results.

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