标题： 哈密顿-雅可比-贝尔曼方程来源于最优投资组合选择问题 显示英文标题

标题： Hamilton-Jacobi-Bellman Equation Arising from Optimal Portfolio Selection Problem

摘要： 从最优投资组合选择问题中产生的哈密顿-雅可比-贝尔曼方程是通过最大单调算子方法进行研究的。 在抽象设置下，非线性抛物型偏积分微分方程的柯西问题解的存在性和唯一性通过使用巴拿赫不动点定理、傅里叶变换和单调算子技术进行研究。 显示英文摘要

摘要： The Hamilton-Jacobi-Bellman equation arising from the optimal portfolio selection problem is studied by means of the maximal monotone operator method. The existence and uniqueness of a solution to the Cauchy problem for the nonlinear parabolic partial integral differential equation in an abstract setting are investigated by using the Banach fixed-point theorem, the Fourier transform, and the monotone operators technique.